Results for “polygenic-risk-score”

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.

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.

Queries prediction market data from Polymarket's public API and provides market analysis with risk management guidance.

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.

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.

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

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.

Provides a single 0-100 cycle score blending VIX, SPY IV Rank, Put/Call ratio, and valuation percentile to determine offense vs. defense posture, based on Howard Marks' market cycle framework.

Recommends optimal multi-leg option strategies based on market view, with 15+ templates and full P&L profiles.

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.