quantwise 1.2.0 → 1.2.2

package/.claude/skills/market-news-analyst/references/trusted_news_sources.md

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+# Trusted News Sources for Market Analysis
+
+## Tier 1: Primary Sources (Highest Priority)
+
+### Central Banks and Government Agencies
+
+**Federal Reserve:**
+- FederalReserve.gov - FOMC statements, meeting minutes, economic projections
+- Federal Reserve Economic Data (FRED) - St. Louis Fed database
+- Fed Chair speeches and testimonies
+
+**U.S. Treasury:**
+- Treasury.gov - Debt auctions, policy announcements
+- Treasury International Capital (TIC) data
+
+**Bureau of Labor Statistics (BLS):**
+- Employment reports (Non-Farm Payrolls)
+- CPI, PPI inflation data
+- Wage statistics
+
+**Bureau of Economic Analysis (BEA):**
+- GDP reports
+- Personal income and spending data
+- Trade balance
+
+**U.S. Census Bureau:**
+- Retail sales
+- Housing starts and permits
+- Durable goods orders
+
+**European Central Bank (ECB):**
+- ECB.europa.eu - Policy decisions, press conferences
+
+**Bank of Japan (BOJ):**
+- BOJ.or.jp - YCC policy, intervention signals
+
+**People's Bank of China (PBOC):**
+- English.pbc.gov.cn - LPR, RRR decisions
+
+**International Organizations:**
+- International Monetary Fund (IMF.org)
+- World Bank
+- Bank for International Settlements (BIS)
+
+### Securities and Exchange Commission (SEC)
+
+- SEC.gov/edgar - Corporate filings
+- 10-K/10-Q reports
+- 8-K material events
+- Form 4 insider trading
+- 13-F institutional holdings
+
+## Tier 2: Major Financial News Organizations
+
+### Bloomberg
+
+**Bloomberg.com / Bloomberg Terminal:**
+- Real-time market data
+- Breaking news (high speed)
+- Economic calendar
+- Company-specific news
+- Commodity market coverage
+
+**Strengths:**
+- Speed and accuracy
+- Terminal access for professionals
+- Global coverage
+- Proprietary data/analytics
+
+**Usage Notes:**
+- Subscription required for full access
+- Terminal news (FIRST) most timely
+- Search: "company earnings", "FOMC", "oil prices", "geopolitical"
+
+### Reuters
+
+**Reuters.com:**
+- Wire service speed
+- Global bureaus
+- Political and economic coverage
+- Commodities expertise
+
+**Strengths:**
+- Fact-based reporting
+- International reach
+- Breaking news accuracy
+- Energy/commodity specialization
+
+**Usage Notes:**
+- Search: "central bank", "earnings", "trade war", "sanctions"
+
+### Wall Street Journal (WSJ)
+
+**WSJ.com:**
+- In-depth analysis
+- Corporate investigations
+- Markets section excellent
+- Fed coverage authoritative
+
+**Strengths:**
+- Quality journalism
+- Source credibility
+- Business insights
+- Investigative depth
+
+**Usage Notes:**
+- Paywall (subscription needed)
+- Search markets, economy, tech sections
+- "Heard on the Street" column valuable
+
+### Financial Times (FT)
+
+**FT.com:**
+- European market focus
+- Global economics
+- Central bank coverage
+- Energy/commodities
+
+**Strengths:**
+- International perspective
+- ECB/BOE expertise
+- Emerging markets coverage
+- Quality analysis
+
+**Usage Notes:**
+- Paywall (subscription)
+- Search: "ECB", "emerging markets", "China economy"
+
+### CNBC
+
+**CNBC.com:**
+- Real-time market updates
+- CEO interviews
+- Trader perspectives
+- Options/derivatives coverage
+
+**Strengths:**
+- Market-moving headlines
+- Live coverage during trading hours
+- Accessible (free)
+- Video content
+
+**Usage Notes:**
+- Search: "breaking news", "earnings", "fed", sector-specific
+- "Squawk Box", "Closing Bell" segments notable
+
+### MarketWatch
+
+**MarketWatch.com:**
+- Retail investor focus
+- Market summaries
+- Economic calendar
+- Real-time quotes
+
+**Strengths:**
+- Accessible language
+- Free access
+- Market wrap coverage
+- Economic data releases
+
+### Barron's
+
+**Barrons.com:**
+- Weekend edition analysis
+- Stock picks and pans
+- Macro themes
+- Investor interviews
+
+**Strengths:**
+- Thoughtful analysis
+- Long-term perspective
+- Contrarian views
+- Technical analysis
+
+## Tier 3: Specialized Sources
+
+### Energy and Commodities
+
+**S&P Global Platts:**
+- Oil price assessments
+- Energy market data
+- Commodity analytics
+
+**Rigzone:**
+- Oil & gas industry news
+- Upstream/downstream coverage
+
+**Mining.com:**
+- Metals and mining news
+- Production data
+- M&A coverage
+
+**AgWeb / Farm Journal:**
+- Agricultural markets
+- Weather impacts
+- USDA data analysis
+
+### Technology
+
+**The Information:**
+- Tech industry scoops
+- Startup coverage
+- Big Tech investigations
+- Subscription investigative journalism
+
+**TechCrunch:**
+- Startup funding
+- Product launches
+- Tech M&A
+
+**Ars Technica:**
+- Deep technical analysis
+- Hardware/semiconductor coverage
+
+**AnandTech:**
+- Semiconductor deep dives
+- Chip architecture
+
+### Emerging Markets
+
+**Emerging Markets.com:**
+- EM debt and equity
+- Currency analysis
+- Political risk
+
+**Africa Report, LatAm Reports:**
+- Regional focus
+- Mining, agriculture coverage
+
+### China-Specific
+
+**Caixin Global:**
+- Independent Chinese business news
+- Economic data analysis
+- English language
+
+**South China Morning Post (SCMP):**
+- Hong Kong perspective
+- Greater China coverage
+- Business section
+
+**China Daily (State Media):**
+- Official government view
+- Policy direction signals
+- Use with awareness of bias
+
+### Cryptocurrency/Digital Assets
+
+**CoinDesk:**
+- Crypto market news
+- Regulatory developments
+- Blockchain technology
+
+**The Block:**
+- Crypto investigative journalism
+- Industry analysis
+
+## Tier 4: Analysis and Research
+
+### Independent Research
+
+**Strategas Research Partners:**
+- Washington policy analysis
+- Political impact on markets
+
+**BCA Research:**
+- Global macro strategy
+- Asset allocation
+
+**Gavekal Research:**
+- Macro analysis
+- China expertise
+
+### Central Bank Researchers
+
+**Federal Reserve Bank Publications:**
+- New York Fed (Liberty Street Economics blog)
+- San Francisco Fed (Economic Letter)
+- Cleveland Fed (Inflation expectations)
+
+### Think Tanks
+
+**Peterson Institute (PIIE):**
+- International economics
+- Trade policy
+
+**Brookings Institution:**
+- Economic policy research
+
+**Council on Foreign Relations (CFR):**
+- Geopolitical analysis
+
+## Search and Aggregation Tools
+
+### News Aggregators
+
+**Google Finance:**
+- Company-specific news aggregation
+- Stock screeners
+
+**Yahoo Finance:**
+- Free real-time quotes
+- News aggregation
+- Earnings calendar
+
+**Seeking Alpha:**
+- Crowdsourced analysis
+- Earnings call transcripts
+- Varied quality (user-generated)
+
+### Economic Calendars
+
+**Forex Factory:**
+- Economic event calendar
+- Impact ratings
+- Consensus estimates
+
+**Investing.com:**
+- Global economic calendar
+- Real-time data
+- Multi-asset coverage
+
+**TradingEconomics.com:**
+- Historical economic data
+- Forecasts
+- Country-specific
+
+## News Source Quality Assessment
+
+### Reliability Indicators
+
+**Positive Signals:**
+- Named sources
+- Corroborating reports from multiple outlets
+- Official statements/documents referenced
+- Transparent corrections policy
+- Separation of news and opinion
+
+**Red Flags:**
+- Anonymous sources only
+- Single-source stories
+- Sensational headlines mismatching content
+- Lack of verification
+- Ideological bias overwhelming facts
+
+### Speed vs. Accuracy Trade-off
+
+**Fastest (Use for Alerts, Verify Later):**
+- Bloomberg Terminal (FIRST function)
+- Reuters wire
+- Twitter/X (major news organizations' verified accounts)
+
+**Most Accurate (Use for Analysis):**
+- WSJ, FT investigative pieces
+- Official government data releases
+- SEC filings
+- Central bank statements
+
+**Balanced (Speed + Reliability):**
+- Bloomberg web
+- Reuters web
+- CNBC breaking news
+
+## Source Selection by News Type
+
+### Monetary Policy (Fed, ECB, BOJ)
+
+**Primary:**
+1. Central bank official websites
+2. WSJ Fed coverage
+3. Reuters central bank desk
+4. FT central banking section
+
+**Supplementary:**
+- Bloomberg central bank reporters (specific journalists)
+- CNBC live Fed coverage
+
+### Corporate Earnings
+
+**Primary:**
+1. Company press releases (IR websites)
+2. SEC filings (10-Q, 8-K)
+3. Bloomberg earnings coverage
+4. WSJ company coverage
+
+**Supplementary:**
+- Seeking Alpha transcripts
+- CNBC earnings alerts
+- MarketWatch summaries
+
+### Geopolitical Events
+
+**Primary:**
+1. Reuters international desk
+2. FT geopolitical coverage
+3. Bloomberg geopolitical news
+4. BBC (for initial breaking news)
+
+**Supplementary:**
+- CFR analysis (for context)
+- Energy-specific: Platts, Rigzone (if energy-related)
+
+### Commodity Markets
+
+**Primary:**
+1. Reuters commodity desk
+2. S&P Global Platts
+3. Bloomberg commodity coverage
+
+**Supplementary:**
+- Mining.com (metals)
+- AgWeb (agriculture)
+- Rigzone (energy)
+
+### Technology Sector
+
+**Primary:**
+1. Bloomberg tech
+2. WSJ tech section
+3. The Information (scoops)
+4. Reuters tech coverage
+
+**Supplementary:**
+- TechCrunch (startups)
+- Ars Technica (semiconductors)
+- Company blogs (for product launches)
+
+## Recommended News Search Strategy
+
+### For Comprehensive 10-Day Analysis
+
+**Day 1-2: Broad Search**
+- Search terms: "stock market", "federal reserve", "inflation", "oil prices", "earnings", "geopolitical"
+- Sources: Bloomberg, Reuters, WSJ
+- Identify major themes
+
+**Day 3-5: Deep Dive on Major Events**
+- Identified themes: Search specific (e.g., "FOMC meeting", "NVIDIA earnings", "Israel conflict oil")
+- Sources: Add FT, CNBC, specialized (Platts for commodities)
+- Read original statements/filings when available
+
+**Day 6-7: Impact Analysis**
+- Market reaction search: "[Event] market reaction", "S&P 500 response", sector impacts
+- Sources: MarketWatch, Barron's, Seeking Alpha (for varied perspectives)
+- Analyst commentary
+
+**Day 8-10: Synthesis**
+- Connect dots between events
+- Look for contrary indicators
+- Verify facts across multiple sources
+
+### WebSearch Query Recommendations
+
+**For Recent News (Past 10 Days):**
+- "stock market news past week"
+- "FOMC meeting [current month]"
+- "major earnings reports [current month]"
+- "geopolitical events impacting markets [current month]"
+- "oil prices news last 10 days"
+- "Federal Reserve policy [current month]"
+
+**For Specific Events:**
+- "[Company] earnings [quarter] [year]"
+- "FOMC statement [date]"
+- "[Geopolitical event] commodity prices"
+- "[Country] central bank decision [date]"
+
+**For Market Reactions:**
+- "[Event] market reaction"
+- "S&P 500 [date] why"
+- "[Sector] stocks [event]"
+
+## Source Credibility Framework
+
+### Tier 1 (Official, Primary Sources):
+- Use for facts, data, official policy
+- No interpretation needed, direct information
+
+### Tier 2 (Major Financial Press):
+- Use for breaking news, broad coverage
+- Cross-check major scoops
+- Trust for market-moving headlines
+
+### Tier 3 (Specialized):
+- Use for domain-specific deep dives
+- Valuable for niche sectors
+- Supplement Tier 1 & 2
+
+### Tier 4 (Analysis):
+- Use for interpretation, context
+- Understand potential biases
+- Compare multiple viewpoints
+
+## Red Flag News Sources (Avoid or Use with Extreme Caution)
+
+- Unverified social media rumors
+- Clickbait financial sites
+- Pump-and-dump stock promoters
+- Anonymous blogs without editorial standards
+- News aggregators without source verification
+- AI-generated content farms (without human editorial)
+
+## Best Practices
+
+1. **Primary Source First**: Always seek official statements, filings, data releases
+2. **Multiple Confirmation**: Major news should appear in 2+ Tier 2 sources
+3. **Speed vs Accuracy**: Use fast sources for alerts, authoritative for analysis
+4. **Bias Awareness**: Understand each source's perspective (US-centric, China-focused, etc.)
+5. **Date Verification**: Ensure news is actually recent (past 10 days for this analysis)
+6. **Update Cycle**: Some news develops over days (FOMC speculation → decision → reaction)

package/.claude/skills/market-top-detector/SKILL.md

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+---
+name: market-top-detector
+description: 使用O'Neil派发日、Minervini领涨股恶化和Monty防御板块轮动来检测市场顶部概率。生成0-100的综合评分并进行风险区域分类。当用户询问市场顶部风险、派发日、防御轮动、领涨股崩溃，或是否应减少股票仓位时使用。专注于2-8周战术时机信号，预测10-20%的调整。
+---
+
+# 市场顶部检测器技能
+
+## 目的
+
+使用定量的6维度评分系统（0-100）检测市场顶部形成的概率。整合三种经过验证的市场顶部检测方法论：
+
+1. **O'Neil** - 派发日累积（机构卖出）
+2. **Minervini** - 领涨股恶化模式
+3. **Monty** - 防御板块轮动信号
+
+与泡沫检测器（宏观/多月评估）不同，本技能专注于**战术性的2-8周时机信号**，这些信号先于10-20%的市场调整出现。
+
+## 何时使用本技能
+
+**英文：**
+- User asks "Is the market topping?" or "Are we near a top?"
+- User notices distribution days accumulating
+- User observes defensive sectors outperforming growth
+- User sees leading stocks breaking down while indices hold
+- User asks about reducing equity exposure timing
+- User wants to assess correction probability for the next 2-8 weeks
+
+**中文：**
+- "市场接近顶部了吗？""现在应该获利了结吗？"
+- 担忧派发日的累积
+- 防御板块跑赢成长板块
+- 领涨股开始崩溃而指数仍在支撑
+- 减仓时机的判断
+- 想要评估未来2-8周的调整概率
+
+## 与泡沫检测器的区别
+
+| 方面 | Market Top Detector | Bubble Detector |
+|------|-------------------|-----------------|
+| 时间框架 | 2-8周 | 数月至数年 |
+| 目标 | 10-20%调整 | 泡沫破裂（30%+） |
+| 方法论 | O'Neil/Minervini/Monty | Minsky/Kindleberger |
+| 数据 | 价格/成交量 + 广度 | 估值 + 情绪 + 社会 |
+| 评分范围 | 0-100综合评分 | 0-15分 |
+
+---
+
+## 执行工作流
+
+### 第一阶段：通过WebSearch收集数据
+
+在运行Python脚本之前，使用WebSearch收集以下数据：
+
+```
+1. S&P 500广度（高于200日均线的占比）：
+   搜索："S&P 500 stocks above 200 day moving average percent"
+   来源：Barchart、MarketInOut 或 StockCharts
+
+2. S&P 500广度（高于50日均线的占比）：
+   搜索："S&P 500 stocks above 50 day moving average percent"
+
+3. CBOE股票Put/Call比率：
+   搜索："CBOE equity put call ratio current"
+
+4. VIX期限结构：
+   搜索："VIX term structure contango backwardation"
+   分类为：steep_contango / contango / flat / backwardation
+
+5.（可选）保证金债务：
+   搜索："FINRA margin debt latest year over year"
+```
+
+### 第二阶段：执行Python脚本
+
+使用收集的数据作为CLI参数运行脚本：
+
+```bash
+python3 skills/market-top-detector/scripts/market_top_detector.py \
+  --api-key $FMP_API_KEY \
+  --breadth-200dma [VALUE] \
+  --breadth-50dma [VALUE] \
+  --put-call [VALUE] \
+  --vix-term [steep_contango|contango|flat|backwardation] \
+  --margin-debt-yoy [VALUE] \
+  --context "Consumer Confidence=[VALUE]" "Gold Price=[VALUE]"
+```
+
+脚本将执行以下操作：
+1. 从FMP API获取S&P 500、QQQ、VIX的报价和历史数据
+2. 获取领涨ETF（ARKK、WCLD、IGV、XBI、SOXX、SMH、KWEB、TAN）数据
+3. 获取板块ETF（XLU、XLP、XLV、VNQ、XLK、XLC、XLY）数据
+4. 计算所有6个维度
+5. 生成综合评分和报告
+
+### 第三阶段：展示结果
+
+向用户展示生成的Markdown报告，重点说明：
+- 综合评分和风险区域
+- 最强的警告信号（最高维度评分）
+- 基于风险区域的建议行动
+- Follow-Through Day状态（如适用）
+
+---
+
+## 6维度评分系统
+
+| # | 维度 | 权重 | 数据来源 | 关键信号 |
+|---|------|------|----------|----------|
+| 1 | 派发日计数 | **25%** | FMP API | 过去25个交易日的机构卖出 |
+| 2 | 领涨股健康度 | **20%** | FMP API | 成长ETF组合恶化 |
+| 3 | 防御板块轮动 | **15%** | FMP API | 防御 vs 成长相对表现 |
+| 4 | 市场广度背离 | **15%** | WebSearch | 200日/50日均线广度 vs 指数水平 |
+| 5 | 指数技术状态 | **15%** | FMP API | 均线结构、反弹失败、更低高点 |
+| 6 | 情绪与投机 | **10%** | FMP + WebSearch | VIX、Put/Call、期限结构 |
+
+## 风险区域映射
+
+| 评分 | 区域 | 风险预算 | 行动 |
+|------|------|----------|------|
+| 0-20 | 绿色（正常） | 100% | 正常操作 |
+| 21-40 | 黄色（早期预警） | 80-90% | 收紧止损，减少新建仓位 |
+| 41-60 | 橙色（风险升高） | 60-75% | 对弱势仓位获利了结 |
+| 61-80 | 红色（顶部高概率） | 40-55% | 积极获利了结 |
+| 81-100 | 危急（顶部形成中） | 20-35% | 最大防御，对冲 |
+
+---
+
+## API要求
+
+**必需：** FMP API密钥（免费层即可：每次执行约33次调用）
+**可选：** WebSearch数据用于广度和情绪（提高准确性）
+
+## 输出文件
+
+- JSON: `market_top_YYYY-MM-DD_HHMMSS.json`
+- Markdown: `market_top_YYYY-MM-DD_HHMMSS.md`
+
+## 参考文档
+
+### `references/market_top_methodology.md`
+- 包含O'Neil、Minervini和Monty框架的完整方法论
+- 维度评分细节和阈值
+- 历史验证说明
+
+### `references/distribution_day_guide.md`
+- O'Neil派发日规则详解
+- 停滞日识别
+- Follow-Through Day（FTD）机制
+
+### `references/historical_tops.md`
+- 2000年、2007年、2018年、2022年市场顶部分析
+- 历史顶部期间的维度评分模式
+- 经验教训和校准数据
+
+### 何时加载参考文档
+- **首次使用：** 加载 `market_top_methodology.md` 以全面理解框架
+- **派发日问题：** 加载 `distribution_day_guide.md`
+- **历史背景：** 加载 `historical_tops.md`
+- **常规执行：** 无需参考文档——脚本会处理评分