Volatility 3.0 development

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

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

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

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

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

The highfrequency package contains an extensive toolkit for the use of highfrequency financial data in R. It contains functionality to manage, clean and match highfrequency trades and quotes data. Furthermore, it enables users to: calculate easily various liquidity measures, estimate and forecast volatility, and investigate microstructure noise and intraday periodicity.

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

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

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

Create visual identity systems: color palettes, font pairings, style direction, and rendered preview PDFs. Use when the user needs a cohesive design system before building a deck, presentation, document, or any visual project. Works for consulting engagements, product pitches, personal brands, or any context requiring a unified visual language. Produces a markdown design brief, a JS config, and a preview PDF.

Query historical and real-time crypto market data from 0xArchive across two top-level venue APIs: Hyperliquid and Lighter.xyz. HIP-3 builder perps live under the Hyperliquid namespace at /v1/hyperliquid/hip3. HIP-4 outcome markets (binary prediction markets like 'Will BTC be >= X by date Y?') live at /v1/hyperliquid/hip4. Hyperliquid Spot lives at /v1/hyperliquid/spot with 326 authenticated inventory rows (HYPE-USDC, PURR-USDC, AAPL-USDC, ...); Spot candles are served from 2025-03-22T10:50:22Z. Covers route-specific orderbooks, trades, candles, funding rates, open interest, liquidations, outcome markets, spot, TWAP, and data quality. Real-time WebSocket support is channel-specific. HIP-4 trades, L4 events, and settlement events are live; HIP-4 L2 orderbook and outcome-side OI remain available through REST and stored replay while their live bridges are paused. Use in Claude Code, Codex with skills enabled, and SKILL.md-compatible agents when the user asks about crypto market data, order