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Found 38 Skills
Memory forensics playbook using Volatility 2/3. Use when analyzing memory dumps for malware analysis, credential extraction, process investigation, code injection detection, and incident response timeline reconstruction.
Model, forecast, and interpret volatility using time-series models and options-implied measures. Use when the user asks about EWMA, GARCH models, implied volatility, volatility surfaces, volatility term structure, or the VIX. Also trigger when users mention 'volatility smile', 'volatility skew', 'realized vs implied vol', 'volatility risk premium', 'vol clustering', 'mean-reverting volatility', 'options pricing inputs', 'RiskMetrics', 'decay factor', or ask how to forecast future volatility for risk management.
Implied volatility analysis for options via Longbridge — IV vs HV comparison, IV percentile rank, volatility smile and skew, options pricing assessment, strategy selection guidance. Triggers: "隐含波动率", "IV", "期权波动率", "波动率偏斜", "波动率微笑", "HV", "历史波动率", "IV百分位", "期权定价", "隱含波動率", "期權波動率", "波動率偏斜", "波動率微笑", "歷史波動率", "IV百分位", "期權定價", "implied volatility", "IV percentile", "volatility smile", "volatility skew", "HV vs IV", "options pricing", "vol surface", "TSLA.US implied vol".
Historical-volatility (HV) regime strategy via Longbridge Securities — computes 20-day and 60-day HV, ranks the current level as a percentile over the past year, and recommends a vol regime trade: long volatility (buy straddle) when HV percentile < 25%; short volatility (sell straddle / iron condor) when HV percentile > 75%; neutral otherwise. Triggers: "波动率策略", "历史波动率", "低波动率", "高波动率", "波动率分位", "做多波动率", "做空波动率", "波動率策略", "歷史波動率", "低波動率", "高波動率", "波動率分位", "做多波動率", "做空波動率", "volatility strategy", "historical volatility", "low volatility", "high volatility", "volatility percentile", "long volatility", "short volatility", "vol regime", "HV20", "HV60", "buy straddle", "sell straddle", "iron condor".
Master memory forensics techniques including memory acquisition, process analysis, and artifact extraction using Volatility and related tools. Use when analyzing memory dumps, investigating incidents, or performing malware analysis from RAM captures.
Master of capital preservation and position sizing - combining Kelly Criterion, volatility targeting, correlation analysis, and drawdown management to survive and thrive in marketsUse when "risk management, position size, stop loss, drawdown, kelly, risk per trade, portfolio risk, volatility, max loss, trading, risk-management, position-sizing, kelly-criterion, drawdown, volatility, stop-loss, portfolio-risk" mentioned.
HODLMM volatility risk monitor — reads Bitflow HODLMM pool state, computes current-state volatility proxy from bin distribution, scores regime (calm/elevated/crisis), and emits position-sizing or liquidity-pull signals for LP agents. Read-only; no wallet required.
Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing
Query Data912 market data endpoints for Argentina and USA instruments. Use when the user asks for MEP/CCL quotes, live Argentine market panels (stocks, options, cedears, notes, corporate debt, bonds), USA panels (ADRs, stocks), OHLC historical series by ticker, USA option chains, or volatility/risk metrics. Also use when the user mentions "Data912", "mep", "ccl", "cedears", "option chain", "historical bars", "OHLC", "implied volatility", "historical volatility", or "volatility percentiles" and expects API-backed market snapshots.
Analyze option volatility by combining vol surface data, option pricing with Greeks, and historical price data to assess implied vs realized volatility. Use when pricing options, analyzing volatility surfaces, computing Greeks, assessing vol premiums, or evaluating vol trading strategies.
Unified risk engine with VaR, stress testing, volatility regimes, and automated controls
Evaluate FX carry trade opportunities by combining spot rates, forward points, interest rate differentials, volatility surface analysis, and historical price trends. Use when analyzing carry trades, comparing FX forward curves, assessing carry-to-vol ratios, or evaluating currency pair opportunities.