Results for “polygenic-risk-score”

Calculate polygenic risk scores from direct-to-consumer genetic data using published scoring files from the PGS Catalog and contextualize results against population reference distributions.

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.

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

Runs a side-by-side walk-forward backtest of a Bull Put Spread strategy with and without a FearScore entry signal, comparing performance metrics over ~8 years of daily data.

Detects whether current market conditions match David Tepper's historic panic-buy signal by combining VIX, FearScore, and a quality filter.

Analyzes Stockbee-style Day 1 Episodic Pivot candidates by scoring catalyst quality alongside price/volume confirmation, gap/range expansion, volume shock, neglect/revaluation context, liquidity, and risk to the EP-day low.

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.