Results for “risikoampel”

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.

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

Analysiert Work in Progress nach Alter, Partner, Mandat und Abrechnungsrisiko für deutsche Kanzleien und liefert ein Entscheidungsboard mit Optionen, Fristen und Kommunikationslinie.

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.

Scores deal margin and risk, routes discount approval to the right human approver, and redlines terms against commercial policy for per-deal review.

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.

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.

Evaluates account-level drawdown and losing-streak rules from local thesis files to decide whether new trade risk is allowed, without external APIs.

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.