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advanced-math-tradingoptimization-advanced
Advanced optimization for trading: OCO, multi-objective, DRO, MIP, Bayesian opt, plus convex/Markowitz/BL references.
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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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GitHub
iron-butterfly
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...
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GitHub
advanced-math-tradingfoundations-core
Probability, moments/tails, Bayes, and statistical learning foundations for systematic trading.
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GitHub
credit-risk
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...
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GitHub
married-put-strategy
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....
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GitHub
covered-call
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,...
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GitHub
advanced-math-tradingtime-series-regimes
Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.
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GitHub
iron-condor
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...
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GitHub
bond-benchmarking
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...
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GitHub
advanced-math-tradingportfolio-factors
Factor modeling and portfolio construction (Markowitz, Black-Litterman, constraints, turnover).
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GitHub
financial-analysis
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>...
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GitHub
bond-pricing
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...
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GitHub
advanced-math-tradingrobustness-risk
Tail risk, EVT, regularization, validation guardrails, and common pitfalls.
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GitHub
long-call-butterfly
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...
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GitHub
bear-put-spread
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...
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GitHub
advanced-math-tradingmicrostructure-game
Game theory, network/systemic risk views, queueing/order-book, exchange notes.
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GitHub
protective-collar
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...
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GitHub
bull-call-spread
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...
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GitHub
long-strangle
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...
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GitHub
advanced-math-tradinginformation-causal
Information theory (entropy/MI/TE) and causal inference for trading signals.
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GitHub
advanced-math-tradingexecution-control
Optimal execution, control theory, queueing/order-book, exchange microstructure.
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GitHub
lead-research-assistant
Identifies high-quality leads for your product or service by analyzing your business, searching for target companies, and providing actionable contact strategies. Perfect for sales, business development, and ma...
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GitHub
design-principles
Use this skill when designing UI/UX, creating dashboards, building SaaS interfaces, or reviewing frontend design. Provides S-tier design checklist inspired by Stripe, Airbnb, and Linear.
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