AI Agent Skills

OIPD computes the probabilities of an asset's future price as implied by the options market.

Volatility 3.0 development

A complete set of volatility estimators based on Euan Sinclair's Volatility Trading

Volatility trading using Long and Short Straddle options strategies on Interactive Broker using Yahoo Finance and TWS API

GARCH and Multivariate LSTM forecasting models for Bitcoin realized volatility with potential applications in crypto options trading, hedging, portfolio management, and…

Option pricing based on Black-Scholes processes, Monte-Carlo simulations with Geometric Brownian Motion, historical volatility, implied volatility, Greeks hedging

Python implementation of pricing analytics and Monte Carlo simulations for stochastic volatility models including log-normal SV model, Heston

IV Rank and IV Percentile analysis showing where current implied volatility stands relative to its 252-day history. Returns IV rank (0-100), IV percentile (0-100), IV hi…

Provides malware analysis and network traffic techniques for CTF challenges. Use when analyzing obfuscated scripts, malicious packages, custom crypto protocols, C2 traff…

Full earnings-season IV analysis: historical crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade. Triggers: "earnings crush…

Use this skill whenever the user is working with the Pydantic AI framework — including building AI agents, defining structured outputs with Pydantic models, wiring up to…

Retrieve official Federal Reserve economic series for GDP, inflation, rates, employment, money supply, and volatility research.

Screen equities with systematic value, momentum, quality, volatility, size, and growth factor frameworks.

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfreque…