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Found 4 Skills
Run IV, DiD, and RDD analyses in R with proper diagnostics
Personal US-equity options trading knowledge base. Use for trade analysis, options strategy recommendations, earnings plays, post-mortems, or ticker mentions in a trading context (e.g., "analyze APP", "sell put on TSLA", "structure for NVDA earnings"). Triggers on multi-leg options (Jade Lizard, bull put spread, iron condor, diagonal, calendar), IV / IV crush, channel checks, earnings positioning, AH action, LEAPS / stock replacement, dealer GEX / gamma exposure / max pain / options chain analysis, or any single-stock options play. Provides concrete strikes, IV-aware structures, and probability -weighted scenarios drawn from 21 trading pitfalls, a gamma framework, and case studies (INTC, Mag-7, APP, NOK, CBRS). Market data via TradingView + Funda AI. Responds in Chinese with English technical terms. **Always sanity-check net vega sign before recommending a directional structure** — wrong vega (credit spread at low IVR, debit spread at high IVR) is a known failure mode; see pitfall 19.
Options strategy framework via Longbridge — covered call, protective put, straddle, strangle, bull spread, bear spread selection and comparison based on market view and IV level. Triggers: "期权策略", "备兑开仓", "保护性看跌", "跨式策略", "宽跨式", "牛市价差", "熊市价差", "期权组合", "卖出期权", "买入期权", "期權策略", "備兌開倉", "保護性看跌", "跨式策略", "牛市價差", "熊市價差", "期權組合", "options strategy", "covered call", "protective put", "straddle", "strangle", "bull spread", "bear spread", "options combination".
Router skill for LLMQuant options workflows. Use when the user needs IV rank, option scoring, strategy construction, Greeks, P&L simulation, volatility surface, unusual activity, earnings IV crush, backtests, or hedges.