Results for “uncertainty-coefficient”

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.

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.

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.

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.

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.

Analyzes earnings-season implied volatility: historical IV crush, implied move forecast, IV Rank strategy tag, and a priced Iron Condor quote ready to trade.

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.

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.