Results for “risikoampel”

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

Calculates a per-ticker panic index (0-100) from six weighted signals including VIX, IV Rank, RSI-14, volume anomaly, put/call ratio, and consecutive down days, triggering Bull Put Spread entry signals at scores ≥60.

Aggregates market-wide sentiment indicators including VIX, Put/Call ratio, Fear & Greed Index, market breadth, and sector rotation to classify the current regime as risk-on, risk-off, or neutral.

Creates safety alert decks with hazard stripes, tiered cards, and policy code blocks for incident reviews and risk communication.

Identify and prioritize risks by impact and controllability. Use for risk management, project planning, and strategic decision support.

MAMBA v2.0 — Range-bound high water + regime protection. A trading strategy config override based on the VIPER skill with three protective gates: BTC regime filter, per-asset cooldown after losses, and hard leverage cap at 10x.

风险管理核心skill套件 — CVaR实时风控、动态仓位管理（风控版）。对标Bridgewater全天候策略、PIMCO风控体系的工程化实现。

Compares prediction market probabilities from Polymarket with options-implied probabilities to identify mispricing signals and potential arbitrage opportunities.

Evaluates US market bubble risk through quantitative data analysis using the Minsky/Kindleberger framework, scoring indicators like Put/Call ratio, VIX, margin debt, breadth, and IPO data.

Turn "is this deal real?" into a deal-by-deal risk verdict. An 8-state risk taxonomy, a qualification-vs-stage gap check, multi-thread coverage, days-dark per deal, and a commit-creep watch. Built for B2B sales teams, customizable to your CRM and your sales process. Trigger on "how are my deals", "which deals are stuck", "what's at risk this month", "is the rep sandbagging", "multi-thread check", or any open-deal diagnostic.

Detect APT lateral movement by chaining Windows authentication events, process execution telemetry, and network connection logs across hosts using Splunk SPL and Sigma rule format.

Given a stock ticker, cost basis, and position purpose, classifies the holding scenario and returns concrete hedge recommendations (Long Put, Collar, Tier-down) with live option strikes and premiums.

Maps the current VIX value to a 5-tier fear-thermometer classification with strategy hints for options sellers, including 1-year percentile and distribution data.

Quantifies whether a stock is suitable for long-term holding or requires tiered profit-taking using a novel 'rollercoaster rate' metric, running 15 exit strategies over ~10 years of daily history per ticker.

Quantifies market top probability using O'Neil Distribution Days, Minervini leading stock deterioration, and Monty defensive sector rotation, producing a 0-100 composite score with risk zone classification for tactical 2-8 week timing signals.

Analyzes the volatility smile and skew for a single options expiration, providing implied volatility curves, skew metrics, and shape classification to reveal market pricing of tail risk and directional fear.

Delivers a daily DeFi regime verdict (RISK-ON/NEUTRAL/RISK-OFF) from five named inputs, top TVL movers with causal reasoning, and a sustainable-vs-incentive yield split to distinguish real product-market fit from emissions-pumped APY.

Map product assumptions by risk, confidence, evidence, and next validation step.

Mixup: Beyond Empirical Risk Minimization