AI Agent Skills

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…

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

Label trades using profit-target, stop-loss, and time barriers with volatility-adaptive thresholds. Use when creating supervised labels for financial time series.