ADR/H-share/A-share cross-listing premium analysis — track pricing gaps between US-listed ADRs, HK-listed H-shares, and A-shares for arbitrage signals, dual-listing valuation, and delisting risk assessment.
Asset allocation theory and optimizer usage — MPT / Black-Litterman / risk budgeting / all-weather strategy, including guides for 4 optimizers and rebalancing rules.
Behavioral finance applications: theories of overreaction and underreaction, behavioral explanations for momentum and reversal, investor sentiment cycles, cognitive-bias checklists, and debiasing quantitative strategies.
Commodity analysis (oil supply-demand balance / gold pricing / copper as an economic predictor / inventory cycles / futures premium-discount structure / seasonality), generating directional commodity signals.
A股可转债分析——转股/纯债/期权三维估值、下修/强赎/回售博弈、双低策略与转债轮动选债框架
公司事件驱动分析：并购套利价差计算、大股东增减持信号、股权激励解读、定增配股影响评估、A股ST/退市预警
Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation
Crypto-derivatives strategies — perpetual funding-rate arbitrage, futures term-structure contango/backwardation trading, and option volatility-smile / Greeks analysis.
盈利预测与一致预期分析（自上而下/自下而上预测法/SUE/PEAD/分析师预期修正），捕捉业绩超预期交易机会。
Earnings estimate revisions, guidance analysis, and post-earnings drift (PEAD) — track analyst consensus changes, earnings surprise patterns, and management guidance shifts for US/HK equities.
SEC EDGAR filing analysis — 10-K, 10-Q, 8-K, proxy statements, insider Form 4. Extract key financials, risk factors, management discussion, and generate investment signals from US public company filings.
Trade execution modeling (backtest only) — slippage formulas (linear / square-root impact), VWAP/TWAP execution logic, market-impact cost estimation, and execution-assumption configuration.
Factor research framework with IC/IR analysis, quantile backtesting, and factor combination. Suitable for cross-sectional factor evaluation across multiple instruments.
财报三表深度解读——三表勾稽关系、盈利质量(应计vs现金流)分析、杜邦分解、10+财务造假红旗指标
基金分析与筛选：晨星评级/夏普比率/信息比率、Sharpe风格箱分析、风格漂移检测、基金经理评价、FOF组合构建、ETF选择
Fundamental factor screening — filter stocks by PE/PB/ROE and other financial metrics for value or growth selection. Supports A-shares (via tushare extra_fields) and HK/US stocks (via yfinance Ticker info).
Geopolitical risk analysis: quantify crisis signals, identify precursors, and build event-driven strategies for war, sanctions, and supply disruption scenarios.
Global macro analysis framework (central bank policy transmission / FX forecasting / geopolitical risk / capital flows), used to build macro factor signals that drive cross-asset allocation.
Hedging strategy design (beta hedge / option protection / tail risk / cross-asset hedging), including hedge-ratio calculation and cost evaluation.
Stock Connect (Shanghai/Shenzhen-Hong Kong) fund flow analysis — Northbound (foreign into A-shares), Southbound (mainland into HK), sector allocation tracking, and cross-border arbitrage signals.
Liquidation level analysis and heatmap interpretation — identify leveraged position concentration, liquidation cascades, stop-hunt zones, and use liquidation data as support/resistance signals.
