Initial commit: Hermes Agent skills collection

- Trading skills (OKX, dividend, lottery, quantitative) - Creative skills (ASCII art, diagrams, video) - Development skills (GitHub, debugging, TDD) - Research skills (arXiv, blog monitoring) - Productivity skills (email, documents, notes) - MCP integration skills - Custom user skills
2026-07-05 02:31:15 -04:00
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+# Intraday Trading: Factors, Screening & Strategies
+
+## Stock Screening Criteria for Day Trading
+
+### Universal Filters
+| Factor | Metric | Threshold | Weight |
+|--------|--------|-----------|--------|
+| Volatility | Average Daily Range (ADR%) | > 2% (ideal > 3%) | 40% |
+| Liquidity | Volume | > 1M shares/day (HK: > 5M HKD turnover) | — |
+| Spread | Bid-Ask Spread | < 0.05% (scalping) / < 0.2% (swing) | — |
+| Activity | Volume Ratio (RVOL) | > 1.5x average | 30% |
+| Activity | Turnover Rate | > 1% | 30% |
+| Trend | ADX | > 25 (trending market) | bonus |
+
+### Composite Day Trading Score
+```python
+day_trade_score = (min(ADR% / 3, 1) * 40 +    # 3% ADR = max
+                   min(RVOL / 2, 1) * 30 +      # 2x RVOL = max
+                   min(Turnover% / 2, 1) * 30)   # 2% turnover = max
+
+# > 60: Excellent for day trading
+# 40-60: Good for day trading
+# < 40: Not ideal
+```
+
+### HK-Specific Screening
+- Price: HKD 2-500
+- HSI/HSCEI constituents or high-beta stocks
+- Connect stocks (Southbound/Northbound eligible)
+- AH spread opportunities
+- Note: HK has 0.1% stamp duty
+
+## Intraday Strategies
+
+### 1. Momentum Scalping
+- **Entry**: Breakout of consolidation with volume surge
+- **Exit**: Quick profit (0.2-0.5%), trailing stop
+- **Timeframe**: 1-5 min
+- **Key**: Speed, tight spreads
+
+### 2. Mean Reversion
+- **Entry**: RSI extremes (< 30 buy, > 70 sell), Bollinger Band touches
+- **Exit**: Return to VWAP or MA
+- **Timeframe**: 5-15 min
+- **Key**: Identify overextended moves
+
+### 3. VWAP Trading
+- **Entry**: Price crosses VWAP with volume confirmation
+- **Exit**: Previous swing high/low
+- **Timeframe**: 5-15 min
+- **Key**: Institutional reference point
+
+### 4. Opening Range Breakout (ORB)
+- **Entry**: Break of first 15-30 min high/low
+- **Exit**: 1:2 risk-reward or trailing stop
+- **Timeframe**: 15-min opening range
+
+### 5. AH Spread Arbitrage (HK-specific)
+- **Pairs**: AH premium/discount stocks (e.g., 700.HK vs TCEHY)
+- **Entry**: Spread deviation > 2 std from mean
+- **Exit**: Spread normalization
+- **Key**: Currency hedging, execution timing
+
+### 6. Gap Trading
+- **Gap & Go**: Trade in gap direction with momentum
+- **Gap Fill**: Fade gaps that tend to fill
+- **Timeframe**: First 30-60 min
+
+## Key Technical Indicators for Intraday
+
+| Indicator | Use | Setting |
+|-----------|-----|---------|
+| ATR | Volatility measurement | 14-period |
+| VWAP | Institutional benchmark | Intraday |
+| RSI | Overbought/oversold | 14-period |
+| Bollinger Bands | Volatility channels | 20, 2σ |
+| MACD | Trend direction | 12, 26, 9 |
+| ADX | Trend strength | 14-period |
+| Volume Profile | Support/resistance levels | POC, VAH, VAL |
+
+## Risk Management
+
+- Position sizing: 1-2% risk per trade
+- Max daily loss: 3-5% of capital
+- Always use stop losses
+- Avoid revenge trading
+- Track all trades for review
+
+## LongPort Data for Intraday
+
+```python
+# Real-time quote
+resp = ctx.quote(['1024.HK', '9868.HK'])
+for q in resp:
+    print(f'{q.symbol}: {q.last_done}, vol={q.volume}')
+
+# K-line for ADR calculation
+candles = ctx.candlesticks('1024.HK', Period.Day, 20, AdjustType.ForwardAdjust)
+adr = sum(float(c.high) - float(c.low) for c in candles) / len(candles)
+
+# Volume ratio and turnover
+from longport.openapi import CalcIndex
+resp = ctx.calc_indexes(['1024.HK'], [CalcIndex.VolumeRatio, CalcIndex.TurnoverRate])
+
+# Order book depth
+depth = ctx.depth('1024.HK')
+```
+
+## HK Day Trading Candidates (2026-06-01 snapshot)
+
+| Stock | Price | ADR% | Score | Strategy |
+|-------|-------|------|-------|----------|
+| 快手(1024) | $46.54 | 5.07% | 78.7 | Momentum breakout |
+| 小鹏(9868) | $67.80 | 4.18% | 78.5 | Gap + trend |
+| 美团(3690) | $78.25 | 3.73% | 76.8 | VWAP bounce |
+| 理想(2015) | $58.55 | 4.35% | 65.7 | Trend follow |
+| 小米(1810) | $28.72 | 3.77% | 63.7 | Mean reversion |
+| 百度(9888) | $129.10 | 3.61% | 63.7 | AI momentum |