longbridge-volatility-strategy

Original：🇺🇸 English

Translated

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".

3installs

Sourcelongbridge/skills

Added on2026-05-13

NPX Install

npx skill4agent add longbridge/skills longbridge-volatility-strategy

SKILL.md Content

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longbridge-volatility-strategy

Computes 20-day and 60-day historical volatility (HV) for a stock, ranks the current level as a percentile over the trailing year, identifies the vol regime (low / normal / high), and recommends a corresponding options strategy.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

User asks about vol regime, whether volatility is cheap or expensive, or which options strategy suits current conditions.
Triggers: "波动率策略 TSLA", "NVDA 历史波动率分位", "volatility percentile AAPL", "低波动率买跨式", "high volatility sell straddle".

Workflow

Fetch 252 daily candles (≈ 1 year):

longbridge kline <SYMBOL> --period day --count 252 --format json

Compute daily log-returns:
```
r_t = ln(close_t / close_{t-1})
```
HV20 = annualised std of last 20 returns × √252; HV60 = last 60 returns × √252
HV percentile: rank current HV20 among all rolling-20 HV values in the 252-day window
Regime:
- HV percentile < 25% → Low vol: long vol trade (buy straddle or strangle)
- HV percentile > 75% → High vol: short vol trade (sell straddle, iron condor)
- Otherwise → Neutral — no strong directional vol bet
Output the table below and a 2–3 sentence strategic recommendation

All computation is done by the LLM in Python (inline, no scripts/ needed for simple numpy/pandas math). If the user's environment does not have numpy, approximate HV using the close-to-close Parkinson estimate.

CLI

bash

# Run --help first to confirm flag names
longbridge kline --help

# Fetch 252 daily candles
longbridge kline <SYMBOL> --period day --count 252 --format json

The JSON array returns rows with fields

time

,

open

,

high

,

low

,

close

,

volume

.

Output

Metric	简体	繁體	English
HV20	20日历史波动率	20日歷史波動率	20-day HV
HV60	60日历史波动率	60日歷史波動率	60-day HV
HV Percentile	波动率百分位	波動率百分位	HV Percentile
Regime	波动率状态	波動率狀態	Vol Regime
Signal	策略建议	策略建議	Strategy Signal

Present results as a compact table followed by a strategy recommendation. Cite data source as Longbridge Securities / 数据来源：长桥证券 / 數據來源：長橋證券.

Error handling

Situation	简体回复	繁體回復	English reply
`command not found: longbridge`	回退到 MCP 或提示安装 longbridge-terminal	回退到 MCP 或提示安裝 longbridge-terminal	Fall back to MCP or ask user to install longbridge-terminal
`not logged in` / `unauthorized`	请运行 `longbridge auth login`	請執行 `longbridge auth login`	Run `longbridge auth login`
Insufficient data (< 60 candles)	数据不足，无法计算60日波动率	數據不足，無法計算60日波動率	Not enough data for HV60
Other stderr	直接显示原始错误	直接顯示原始錯誤	Surface verbatim

MCP fallback

When

longbridge

CLI is unavailable, use

mcp__longbridge__candlesticks

with

period=Day

and

count=252

.

Related skills

```
longbridge-kline
```
— raw OHLCV fetch
```
longbridge-derivatives
```
— options chain for executing the straddle/condor
```
longbridge-pairs-trading
```
— mean-reversion companion strategy
```
longbridge-correlation
```
— multi-asset vol correlation

File layout

longbridge-volatility-strategy/
└── SKILL.md

longbridge-volatility-strategy

NPX Install

Tags

SKILL.md Content

longbridge-volatility-strategy

When to use

Workflow

CLI

Output

Error handling

MCP fallback

Related skills

File layout