Results for “volatility-smile”

Builds a 3D volatility surface for any optionable ticker, mapping implied volatility across strike price and time to expiration to identify cheap, expensive, or anomalous options.

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.

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.

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.

汇总某个经管实证变量在文献中的测算口径、数据来源、模型角色和项目可用性

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Screen S&P 500 stocks for Mark Minervini's Volatility Contraction Pattern (VCP) and detect historical VCPs in a single ticker's price path.

Acquires Linux memory using the LiME kernel module and analyzes the image with Volatility 3 to extract processes, network connections, bash history, kernel modules, and injected code for incident response.

VaR Unit Mismatch Fix

Analyze RAM dumps with Volatility 3 to detect malware, process injection, network connections, and credential theft during incident response.

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.

Convert chemical structures (SMILES or RDKit molecules) into numerical representations for machine learning using 100+ featurizers, including ECFP, MACCS, descriptors, and pretrained models like ChemBERTa.

WOLVERINE v2.0 — HYPE alpha hunter. Entry-only scanner, DSL-exit-only architecture. v1.1 lost -22.7% because the scanner's thesis exit chopped 25/27 trades before DSL could manage them. v2.0 removes thesis exit entirely. Scanner decides entries (score 8+, 4H/1H aligned, SM consensus). DSL manages all exits (wide Phase 1 for HYPE volatility, trailing tiers starting at +15% ROE). Leverage lowered to 7x. Max 4 entries/day. 3-hour cooldown between entries. DSL exit managed by plugin runtime via runtime.yaml.

Molecular featurization for ML (100+ featurizers). ECFP, MACCS, descriptors, pretrained models (ChemBERTa), convert SMILES to features, for QSAR and molecular ML.

VIXEN v1.0 — Dual-mode emerging movers scanner. Built from FOX v1.6 live trading data (+34.5% ROI). Two entry modes: STALKER (steady accumulation, score 6+, catches the SM buildup BEFORE the explosion) and STRIKER (violent FIRST_JUMP, score 9+, with raw volume confirmation to filter blow-off tops). 2-hour per-asset cooldown after Phase 1 exits. DSL High Water Mode mandatory.

Use when measuring volatility with ATR, setting ATR-based stop-losses, calculating position sizes by risk tolerance, or comparing volatility across timeframes.

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.

Simulates profit and loss for option positions across underlying price, implied volatility, and time to expiration, generating diagrams, breakeven analysis, and probability distributions.

Develop quantitative trading strategies with the vn.py framework, covering CTA, spread, and options strategies with support for 20+ broker gateways.

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.

GPT-4V(ision) System Card

熊二（子供向）认知与表达框架（压缩蒸馏）：贪吃憨厚、跟班喜剧、意外破局… 触发：熊出没 等。安全喜剧

野比大雄（子供向）认知与表达框架（压缩蒸馏）：废柴主角成长线、善良底、道具依赖喜剧 触发：哆啦A梦 等。勿逐字抄录版权对白

Monitors a watchlist of Polymarket markets and surfaces meaningful shifts in price, volume, comments, or resolution proximity, with position context and optional Bankr integration.

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.

Statistical visualization. Scatter, box, violin, heatmaps, pair plots, regression, correlation matrices, KDE, faceted plots, for exploratory analysis and publication figures.

SCORPION v2.0 — Altcoin Swarm Hunter. Detects coordinated risk-off events where 5+ altcoins simultaneously attract SM concentration, then trades the highest-conviction target within the swarm.

熊大（子供向）认知与表达框架（压缩蒸馏）：大哥责任、劝熊二、和光头强周旋… 触发：熊出没 等。安全喜剧

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。

坂田银时（少年漫）认知与表达框架（压缩蒸馏）：废柴外壳武士芯、吐槽 meta、丧燃… 触发：银魂 等。虚构；全年龄净版