Trading Ops

A systematic trading workspace that runs inside Claude Code. One command scans any asset — stock, crypto, index, FX, commodity — and produces a dated, framework-aligned analysis with structured verdicts, ASCII price ladders, and trade tables. Everything saves as local Markdown: auditable, greppable, version-controlled, and yours.

It is intentionally lean. The framework handles research and structured verdicts — execution, alerts, and integrations are left to you. That boundary is deliberate: your trading decisions should stay yours.

The base layer works out of the box. But Claude Code is MCP-native, so the stack is open:

Every integration is additive. The research framework stays the anchor; MCPs handle execution and delivery. Add as many or as few as you need.

Demo

What you get

Structured verdicts — no prose triggers. Every scan ends with a verb (LONG / SHORT / WAIT / SKIP / ...), an ASCII price ladder with every level marked, and a trade table with Entry / Stop / T1 / T2 / T3 / R:R / Sizing / Time-stop:

Three horizons per name. Positional (weeks–months), Swing (3–15 days), Day (intraday). Different verdict per horizon — positional auto-reject is compatible with a tradeable swing.

Audit trail built in. Every scan is dated and archived. Rescans delta-compare against prior snapshots (Δ since last scan) and classify prior triggers as fired-correct / fired-stopped / invalidated / stale.

Mostly no API keys required. Nine Python scripts pre-compute data locally (Yahoo Finance, SEC EDGAR, CoinGecko, alternative.me, Binance, mempool.space, Google News RSS). Optional free keys for FRED macroeconomics and Finnhub analyst data upgrade the output further.

Prerequisites

- Claude Code — the CLI that runs the slash commands
- Python 3.10+ — for the data pre-compute…