Results for “options-trading”

Analyzes institutional order flow, dark pool prints, and options flow sweeps to generate trade setups with defined entry, stop-loss, and target levels.

Swap or trade tokens on the Base network using the CDP Swap API, supporting USDC, ETH, and WETH with flexible amount formats.

Swaps or trades tokens on the Base network using the CDP Swap API, supporting USDC, ETH, WETH, and custom contract addresses with configurable slippage.

Detects unusual options activity and classifies smart money signals to help follow institutional positioning, including volume/OI ratio spikes, block trades, sweep orders, and net premium flow.

Interact with the Taco crypto trading platform via API to fetch market data, manage positions, and compute technical indicators across multiple exchanges.

Score and rank options contracts for any ticker using a multi-factor model covering liquidity, IV attractiveness, Greeks balance, and risk/reward. Returns scored option chains with the best contracts highlighted.

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

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.

Synthesize market breadth, regime, and flow signals into a unified capital commitment recommendation with exposure ceiling, bias, and action guidance.

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

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.

Provides expert guidance for systematic backtesting of trading strategies, covering methodology, stress testing, bias prevention, and result interpretation.

Trade stocks and crypto via Alpaca API, including market data, order placement, portfolio management, and account info, with support for paper and live trading.

Designs and backtests systematic trading strategies using technical indicators, fundamental analysis, and statistical models, with clear entry/exit rules, risk controls, and documentation.

Transforms Chan Theory technical analysis into an executable, reproducible research workflow with strict level, structure, and invalidation gates for A-shares, Hong Kong stocks, ETFs, indices, and futures. For research and study only; never issues stock tips or promises returns.

Calculates IV Rank and IV Percentile for any ticker to determine whether implied volatility is high or low relative to its 252-day history, and provides trading signals based on IV zones.

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.