{"enrichment":{"faq":[{"a":"Yes. Cross-Market Strategy generates trading signals for portfolios spanning different asset classes and exchanges simultaneously. It handles calendar shifts, market rules, and capital allocation per symbol, allowing you to backtest stocks, crypto, forex, and bonds in a single unified framework without manual synchronization.","q":"Can cross-market-strategy backtest multiple markets at once?"},{"a":"Cross-Market Strategy adjusts portfolio weights to account for volatility differences across asset classes, so crypto or forex positions don't dominate your risk budget. It automatically scales position sizes based on each market's volatility profile, keeping your overall portfolio risk balanced even when combining low-volatility bonds with high-volatility crypto.","q":"How does cross-market-strategy adjust for volatility differences?"},{"a":"Cross-Market Strategy detects market type and applies market-specific indicator parameters automatically. Rather than using one-size-fits-all settings, it tailors technical indicators and signal thresholds to stocks, crypto, forex, or bonds individually, then combines those signals into a coherent portfolio strategy.","q":"What market-specific features does cross-market-strategy support?"},{"a":"Yes. Cross-Market Strategy implements cross-market signal patterns including risk-on/off detection and momentum spillover across asset classes. This lets you model how market sentiment shifts propagate\u2014for example, when equity weakness triggers crypto selloffs\u2014and adjust your portfolio positioning accordingly.","q":"Can cross-market-strategy detect risk-on/risk-off regimes?"},{"a":"Cross-Market Strategy is released under the MIT license, allowing free use, modification, and distribution in both open-source and commercial projects with minimal restrictions.","q":"What license does cross-market-strategy use?"}],"shadow_tags":["multi-asset-class","portfolio-diversification","volatility-normalization","market-regime-detection","cross-asset-hedging","unified-backtesting","risk-parity-weighting","momentum-spillover","calendar-alignment","composite-engine"],"summary_rewrite":"Cross-Market Strategy generates trading signals for portfolios spanning different asset classes and exchanges. It automatically detects market type, applies tailored indicator parameters, and adjusts position sizes by volatility so crypto or forex positions don't dominate your risk budget. The underlying engine handles calendar shifts, market rules, and capital allocation per symbol."},"files":[{"bytes":3848,"path":"agent/src/skills/cross-market-strategy/SKILL.md","sha256":"128e06a72e86457198454d24bcee5febcd0ac6ed44973561f9de21f092fb1a7d","url":"https://skillfed.io/files/HKUDS/Vibe-Trading/cross-market-strategy/89c9dce8/SKILL.md"}],"id":"HKUDS/Vibe-Trading/cross-market-strategy","links":{"html":"https://skillfed.io/HKUDS/Vibe-Trading/cross-market-strategy","md":"https://skillfed.io/HKUDS/Vibe-Trading/cross-market-strategy.md","repo":"https://github.com/HKUDS/Vibe-Trading"},"meta":{"agents_supported":[],"first_seen":"2026-07-28","forks":4557,"language":"Python","last_updated":"2026-07-27","license":"MIT","name":"cross-market-strategy","publisher":"HKUDS","stars":28096},"relations":{"similar":[{"id":"HKUDS/Vibe-Trading/strategy-generate"},{"id":"HKUDS/Vibe-Trading/data-routing"},{"id":"HKUDS/Vibe-Trading/correlation-analysis"},{"id":"HKUDS/Vibe-Trading/akshare"},{"id":"HKUDS/Vibe-Trading/execution-model"},{"id":"HKUDS/Vibe-Trading/minute-analysis"},{"id":"HKUDS/Vibe-Trading/yfinance"},{"id":"openstockdata/stock-data-skill/stock-data-skill"},{"id":"HKUDS/Vibe-Trading/hk-connect-flow"},{"id":"HKUDS/Vibe-Trading/market-microstructure"}]},"slug":{"owner":"HKUDS","repo":"Vibe-Trading","skill":"cross-market-strategy"},"version":"89c9dce8"}