AI Agent Skills

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

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

High-performance quantitative finance in Rust — 120+ stochastic processes, option pricing, calibration, fixed income, risk & copulas, with SIMD/GPU acceleration and Pyth…

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

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…