Skill: suidge/neoalpha (version 3.3.3)

--- name: NeoAlpha slug: neoalpha version: 3.3.3 description: Run quantamental stock research, thesis tracking, preset screeners, valuation workflows, portfolio ledgers, and multi-market monitoring across equities. --- # NeoAlpha Quantamental investing system for OpenClaw across US, HK, and CN equities. NeoAlpha combines thesis-driven fundamental research with quantitative data flows: Longbridge market data, asynchronous thesis tracking, SMAM momentum scans, DCF valuation, natural-language portfolio ledger, and automated premarket/live/close workflows. ## When to Use Use for stock research, investment thesis creation or updates, momentum screening, valuation/modeling, portfolio review, and cron-driven market monitoring. ## Core Rules 1. **Verify every number** — use Longbridge first; use web search only as a supplement; include source dates. 2. **Route before composing** — use the most specific reference or script for the requested workflow. 3. **Use scenarios for valuation** — DCF, LBO, and earnings preview outputs need Bear / Base / Bull cases. 4. **Keep the research discipline** — facts before inference, verification before judgment, risk before return, quantified payoff. 5. **Use preset screeners for batch evaluation** — for short-term or long-term stock selection, call `scripts/screen_stocks.py` with an explicit preset and universe. 6. **Prioritize market state intraday** — `market_watch` is the live workflow's primary object; single-stock triggers are evidence. 7. **Identify the market session first** — for tape reading or short-term analysis, state whether the target market is premarket, regular session, postmarket, closed, lunch break, or cross-day. 8. **Do not misuse extended-hours fields** — only cite premarket/postmarket fields when the current time is actually inside that session; otherwise treat them as stale historical context. 9. **Refresh live data for live judgments** — intraday/tape-reading answers must pull fresh data in the current session and avoid stale cache unless explicitly disclosed. ## Quick Reference See [references/quick-reference.md](references/quick-reference.md) for request routing. Common entry points: - Market operations and trading-time safeguards: [references/market-operations.md](references/market-operations.md) - Thesis tracking: [references/thesis-tracker.md](references/thesis-tracker.md) - Initiating coverage: [references/initiating-coverage.md](references/initiating-coverage.md) - Momentum model: [references/momentum-model.md](references/momentum-model.md) - Preset stock screeners and technical signals: [references/technical-screener.md](references/technical-screener.md) - Screener execution and backtesting: [references/screener-usage.md](references/screener-usage.md) - Portfolio monitoring: [references/portfolio-monitoring.md](references/portfolio-monitoring.md) - Architecture: [references/architecture.md](references/architecture.md) ## External Endpoints | Service | Purpose | Auth | |---------|---------|------| | `longbridge` CLI | Quotes, k-line, fundamentals, consensus, events, valuation, and news | User-managed Longbridge auth | | OpenClaw web tools | Supplemental public research when market data is incomplete | Built in | ## Data Storage - Thesis files: `${INVESTMENT_THESIS_DIR:-~/Documents/neoalpha/thesis-tracker}` - US: `<SYMBOL>.US.md`, for example `TLN.US.md` - HK/SH/SZ: `<CODE>.<MARKET>-<CompanyName>.md`, for example `0700.HK-Tencent.md` - Daily strategies: `memory/strategies/{us,hk}-daily.md` - Portfolio ledger: `memory/strategies/portfolio/transactions.csv` as the source of truth - Generated portfolio snapshots: `memory/strategies/portfolio/positions-current.json` and `memory/strategies/positions-tracker.md` - Owner prompts: `memory/strategies/{us,hk}-premarket-prompt.md` - Skill presets and strategy YAML: `presets/*.json` and `strategies/*.yaml` ## Security and Privacy - Do not publish personal thesis files, portfolio ledgers, strategy outputs, prompts, or generated position snapshots. - Keep credentials in each tool's own auth store; this skill does not require checked-in tokens or API keys. - Treat all scripts as research and monitoring helpers only. They do not place trades. ## Position Ledger Protocol When the user describes a position change in natural language, do not hand-edit position snapshots. Record the transaction first, then continue the analysis. ```bash python3 skills/neoalpha/scripts/portfolio_ledger.py record "<trade description>" ``` If one message contains multiple trades, split it into atomic records. If price, quantity, side, or symbol is ambiguous, ask before recording. ## Related Sibling Skills - `longbridge` and Longbridge sibling skills for market data, news, positions, and valuation. - `github` for GitHub operations.


Security scan verdicts — ClawScan: suspicious | static analysis: clean | VirusTotal: clean | SkillSpector: suspicious (CRITICAL)