long-straddle
Analyzes long straddle volatility plays with ATM call and put at same strike. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting large price movement in either direction...
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Analyzes long straddle volatility plays with ATM call and put at same strike. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting large price movement in either direction...
Analyzes iron butterfly credit spreads with ATM short straddle and OTM long strangle protection. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting stock to pin at speci...
Probability, moments/tails, Bayes, and statistical learning foundations for systematic trading.
Assess credit risk and default probability for bonds using credit spreads, rating transitions, and recovery analysis. Requires numpy>=1.24.0, pandas>=2.0.0, scipy>=1.10.0. Use when evaluating corporate bonds, a...
Analyzes and implements married-put options strategies for portfolio protection. Calculates breakeven points, profit/loss scenarios, and compares strike prices (ITM, ATM, OTM) across multiple expiration cycles....
Implement covered call options strategy for income generation on long stock positions. Use when seeking to enhance returns through option premium collection while maintaining stock ownership. Covers structure,...
Monte Carlo, SDE simulation, Brownian/jump processes, discretization schemes.
Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.
Analyzes iron condor credit spreads with OTM put and call spreads for range-bound trading. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting sideways price action, want...
Compare bond performance against market benchmarks and indices. Analyzes yield spreads, duration matching, and relative value. Requires numpy>=1.24.0, pandas>=2.0.0. Use when evaluating bonds against peers, mea...
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
Comprehensive financial statement analysis including ratio calculation, trend analysis, and peer comparison. Evaluates liquidity, profitability, efficiency, and leverage metrics. Requires numpy>=1.24.0, pandas>...
Price fixed income securities using present value, yield-to-maturity, and market conventions. Handles treasuries, corporates, municipals with various coupon frequencies. Requires numpy>=1.24.0, pandas>=2.0.0, s...
Tail risk, EVT, regularization, validation guardrails, and common pitfalls.
Analyzes long call butterfly spreads with 3 strikes and 4 legs for neutral outlook. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting minimal price movement, want low-c...
Analyzes bear-put-spread debit spreads for bearish directional plays with defined risk. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting moderate price decline, compar...
Game theory, network/systemic risk views, queueing/order-book, exchange notes.
Analyzes protective collar strategies combining long stock, long put protection, and short call income. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0. Use when protecting stock positions with reduced...
Analyzes bull-call-spread debit spreads for bullish directional plays with defined risk. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting moderate price increase, comp...
Analyzes long strangle volatility plays with OTM call and put at different strikes. Requires numpy>=1.24.0, pandas>=2.0.0, matplotlib>=3.7.0, scipy>=1.10.0. Use when expecting very large price movement, want lo...
Information theory (entropy/MI/TE) and causal inference for trading signals.
Optimal execution, control theory, queueing/order-book, exchange microstructure.
Expert in writing PEP 257 compliant docstrings using Google-style format with custom parameter separator. Use when writing or updating Python documentation.
Expert in conducting thorough code reviews for Python projects using GitHub MCP, covering test coverage, security practices, PEP 8 compliance, and code organization. Use when reviewing code or PRs.
Le classement utilise les étoiles du dépôt GitHub indexé. Plusieurs skills peuvent partager ce nombre : ce n’est ni un nombre d’installations ni une note de qualité.