AI Agent Skills

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…

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

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

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

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…

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…

Audit and repair freshness & temporal signals on a page — reconcile visible publish/update dates with schema datePublished/dateModified, flag staleness against topic vol…

Features capturing market regime - volatility state, trend strength, and liquidity conditions. Use when building regime-aware models or conditioning on changing market e…

Volatility-aware AI-visibility measurement. Designs fixed prompt panels, computes share-of-citation per engine, tracks citation position and turn-1 concentration, and re…

Five families of financial features - momentum, mean-reversion, volatility, carry, and value. Use when designing a feature set to ensure coverage across complementary ma…

Convert signals to position sizes using volatility targeting and risk budgets. Use when scaling trade size relative to conviction and portfolio risk.