by HKUDS
"Vibe-Trading: Your Personal Trading Agent"
# Add to your Claude Code skills
git clone https://github.com/HKUDS/Vibe-TradingLast scanned: 4/24/2026
{
"issues": [],
"status": "PASSED",
"scannedAt": "2026-04-24T06:08:25.056Z",
"semgrepRan": false,
"npmAuditRan": true,
"pipAuditRan": true
}See how Vibe-Trading compares with popular alternatives.
Vibe-Trading is an open-source ai agents skill for AI coding assistants such as Claude Code, Codex CLI, and ChatGPT, built by HKUDS. "Vibe-Trading: Your Personal Trading Agent". It has 35,370 GitHub stars.
Yes. Vibe-Trading passed SkillsLLM's automated security scan — a dependency vulnerability audit plus prompt-injection heuristics — with no high-severity issues. You can read the full report in the Security Report section on this page.
Clone the repository with "git clone https://github.com/HKUDS/Vibe-Trading" and add it to your Claude Code skills directory (see the Installation section above).
Vibe-Trading is primarily written in Python. It is open-source under HKUDS on GitHub, so you can review or fork the full source.
Yes. SkillsLLM lists many other AI Agents skills you can browse and compare side by side. Open the AI Agents category from the badge at the top of this page, or use the Related Skills and comparison links further down to weigh Vibe-Trading against similar tools.
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⚠️ Third-Party Software Notice
This skill is third-party open-source software developed and hosted independently on GitHub. SkillsLLM is an informational directory and does not control or maintain the underlying repository.
Any security checks, ratings, or warnings displayed by SkillsLLM are automated and limited in scope. They do not constitute a security certification or guarantee that the software is safe, error-free, or free from malicious code, vulnerabilities, compromised dependencies, or prompt-injection risks.
Review the source code, permissions, dependencies, and configuration before installing or running any third-party skill. Use is at your own risk. To the maximum extent permitted by applicable law, SkillsLLM is not liable for losses arising from third-party software.
⚠️ Security warning: The X account
VibeTrading_HKU, Virtuals project101845, and token contract0x640BDBF77b6447E8b7DB7894cED84BD1c40571f4are not official Vibe-Trading assets. We have never launched or endorsed any token or memecoin. Do not buy, connect a wallet, or sign anything. Details.
2026-10-12 🧮 Research and backtest updates: Correct opening fills, liquidation-time attribution, drawdown duration, valuation tolerances and SEC filing timing in factor IC (#1780–#1794). Add 13 fundamental/valuation factors, Brazil data and backtests, opt-in ZimaOS templates, and Feishu run progress. See CHANGELOG for scope and data limitations.
2026-10-11 🛠️ Five priority fixes: Derived figures require evidence for every data operand; unsupported live options stay blocked. Offline benchmarks retain their selected source, trade artifacts distinguish break-even exits, and Codex tools preserve optional arguments (#1622, #1779, #1781, #1785).
2026-10-10 🛠️ Slack/Discord setup and reproducible research: Localized channel forms verify bot credentials without saving changes (#1764, #1777). Portfolio research can reuse an immutable snapshot, and Web exports its sanitized JSON (#1769). Indicators report their date boundary and exact input fingerprint; corrupted session records recover without rewriting files. Memory recall, credential redaction and trade-journal detection are corrected. See CHANGELOG.
2026-10-09 🛠️ Channel updates and backtest correctness: Channel settings preserve embedded URL credentials and authenticated WeChat endpoints during in-place updates, with save/reset feedback in all nine languages (#1737, #1742, #1744). Cross-market option volatility uses only timestamps known at each bar; drawdown includes starting capital. Crypto/precious-metal routing, HK duplicate detection, cache recovery, scientific-notation amounts and missing-equity validation are corrected. mootdx leaves the default A-share chain. See CHANGELOG for all thirteen PRs.
2026-10-08 🔐 Protected PDF reports and clearer broker reads: Scheduled Email PDFs support optional AES-256 password protection across Web, CLI playbooks and agent confirmations; the password stays in private channel configuration (#1709). KIS queries all three venue buckets, refreshes an explicitly expired token once, and reports incomplete reads as errors (#1726). Derived formulas keep their arithmetic after descriptive labels while evidence checks remain enforced (#1728).
2026-10-07 🛠️ Research continuity and reliable risk metrics: Volatile workspace state now travels outside the system prompt, preserving its stable prefix (#1708). Cross-market dates align correctly, missing prices no longer bridge return observations, and options Sortino uses full-sample downside deviation (#1710, #1717, #1727). Loader fixtures share one OHLCV contract; credit valuation, style exposures, walk-forward folds and audit diagnostics are corrected.
2026-10-06 🛠️ Live controls and report corrections: Stopping a live runner cancels its current analysis and waits for scheduler cleanup, including startup cancellation and API shutdown; status timestamps use the correct units (#1704). Emergency cancel/flatten scans skip malformed records without abandoning the remaining book (#1703); broker schedules are stored separately and writes handle concurrency and partial writes. US equity half-days respect the early closing bell (#1706). Report corrections preserve figures that passed validation, and bounded feedback no longer implies that unlisted figures passed (#1702).
2026-10-05 🛠️ Research prompts and calculation fixes: Chat accepts longer research prompts and gives a localized recovery message when input is too large (#1701). Backtests use full-sample Sortino downside deviation; grouped validation purges overlapping labels, covariance weights remain finite, shadow RSI uses Wilder seeds, and memory removal accepts filename stems. Invalid call aliases now receive exact source references for correction (#1638); numeric validation stays unchanged.
2026-10-04 🛠️ Scheduled reports and research workflows: Edit scheduled runs and choose a configured destination; Email reports support HTML or PDF attachments (#1649, #1680). Backtests expose structured summaries and paged artifact reads (#1646, #1647). Fixes cover memory-search snippets, export-path guidance, macro truncation, monthly risk, turnover on reversals and cash reentry, IV accuracy, VaR gaps, VCS updates and Robinhood option-order blocking.
2026-10-03 🛠️ Research, reports and data reliability: CJK session search, channel setup, broker exposure pricing and file writes now handle cases that blocked everyday use. PDF delivery embeds CJK fonts, Swarm validates preset inputs and separates task artifacts, and replayed tool results survive context compaction (#1683, #1455, #1635). Backtests keep one adjustment basis, local caches distinguish sources, single-asset caps and weekly/monthly risk use the declared settings, audits retain loss signs, grounding checks the current engine output and exact list references, and Stooq retries after a denial cooldown (#1684, #1650, #1685, [#1640](http