Results for “alpha-vantage”

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.

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

Calculates first- and second-order option Greeks (Delta, Gamma, Theta, Vega, Rho, Charm, Vanna, Volga) for single contracts or multi-leg positions, with scenario heatmaps and position-level aggregation.

Compares 2-5 stocks or options across GBM Five Pillars scores, options metrics, technicals, and valuations, highlighting winners per category and providing an overall recommendation.

WOLVERINE v2.0 — HYPE alpha hunter. Entry-only scanner, DSL-exit-only architecture. v1.1 lost -22.7% because the scanner's thesis exit chopped 25/27 trades before DSL could manage them. v2.0 removes thesis exit entirely. Scanner decides entries (score 8+, 4H/1H aligned, SM consensus). DSL manages all exits (wide Phase 1 for HYPE volatility, trailing tiers starting at +15% ROE). Leverage lowered to 7x. Max 4 entries/day. 3-hour cooldown between entries. DSL exit managed by plugin runtime via runtime.yaml.

Scores any US stock ticker through Warren Buffett's four-lens framework (business simplicity, moat, management, valuation) and returns a weighted HOLDABLE/WATCHABLE/AVOID verdict.

Agent validation overhaul: reward weight overrides, fitness decline gate, pinned data, staged experiments

CRITICAL: Alpaca API is MANDATORY for all OHLCV data. yfinance is NOT a valid fallback - EVER. Trigger when: (1) any code attempts yfinance for price/volume data, (2) crypto volume filter fails, (3) zero-volume bars detected, (4) API key configuration issues, (5) fallback behavior proposed.

Applies ABA Model Rules of Professional Conduct to enforce attorney-client privilege, ethics walls, and conflict-of-interest patterns in legal workflows.

Deploy, manage, or withdraw from an AI agent vault on the Versa onchain adversarial AI arena on Base.

BALD EAGLE v3.0 — XYZ Alpha Hunter (Hardened). Focused on 6 high-liquidity XYZ assets: CL, BRENTOIL, GOLD, SILVER, SP500, XYZ100. Conviction-scaled leverage (5-10x based on score). Wider DSL for macro assets. Maker-only execution. Scanner calls create_position internally. v3.0: focused assets, conviction-scaled leverage, XYZ-tuned DSL, no thesis exit.

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

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.

Create uncontested market space using value innovation instead of competing head-to-head. Covers the Four Actions Framework, Six Paths, strategy canvas, and buyer utility map.

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.

This skill should be used when building perpetual trading bots, implementing leverage functionality, or adding position management. Covers Avantis integration, long/short positions, and risk controls.

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.

Build landing pages, portfolios, and marketing sites that don't look AI-generated. Use when asked for "landing page", "portfolio", "marketing site", "anti-slop", "Awwwards-style", "premium frontend", or when design needs a strong point of view.

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

VS-Enhanced Qualitative Design Consultant with Ethnography & Action Research Enhanced VS 3-Phase process: Avoids overused phenomenology, proposes context-optimal qualitative strategies Absorbed H1 (Ethnographic Research Advisor) and H2 (Action Research Facilitator) capabilities Use when: selecting qualitative research design, planning phenomenology/grounded theory/case study/ethnography/action research Triggers: phenomenology, 현상학, grounded theory, 근거이론, case study, 사례연구, narrative inquiry, ethnography, 민족지, action research, 실행연구, qualitative design

Strategic patterns for solving intractable problems through cascading approximation, self-improvement, and heterogeneous evaluation from DeepMind's AlphaGo system

Agent validation v4.3.0 — Make agents act effectively by disabling harmful actions, lowering gates, and injecting cross-run learning

Set price, IV rank, unusual activity, earnings, and VRP alerts with contextual notifications and management commands.

The AlterLab front door and multi-agent launcher — routes a task to the right AlterLab skill(s) when the user invokes the suite without naming one, and for a multi-stage goal (or on the keyword 'alterflow', aliases 'alterresearch' / 'ultralab') it CLARIFIES the goal with a few questions, SELECTS the skills the task needs, and runs a dynamic multi-agent workflow composing them (via alterlab-workflow-orchestration, alterlab-research-pipeline, or alterlab-ssci-orchestrator). Triggers on 'use AlterLab skills', 'which AlterLab skill for X', 'is there an AlterLab skill for…', a multi-stage research goal, 'alterflow …', or any generic AlterLab request where the user does not know skill names. It always asks clarifying questions before executing a multi-step run. Use when someone references AlterLab generically, describes a multi-stage goal, or fires the alterflow keyword; when the user already names a specific skill, defer to that skill directly. Part of the AlterLab Academic Skills suite.

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.

Algebra Testing Advanced Skill

Rank a backlog of feature ideas by impact, effort, risk, and strategic alignment to identify the top 5 to pursue.

Graceful degradation when primary approach fails. Try alternates in priority order; record which path succeeded for future routing.

Prediction market arbitrage & alpha scout. Searches Polymarket and Kalshi for the same event, runs cross-platform arb math (including fees), and ranks opportunities by profitability. Use when asked to "find arb", "scout markets", "find edge", or scan a specific topic across prediction markets.

Use Alpaca Algo Trader Plus for 4+ years of historical data. Trigger when: (1) increasing lookback, (2) data source selection, (3) yfinance comparison.

Explains MariaDB-specific REVOKE syntax and behavior, including the five grammar forms, privilege requirements, error semantics, and role/proxy revocation nuances.

Detect and evaluate arbitrage opportunities across sportsbooks and prediction markets. Calculate guaranteed-profit scenarios, middle bets, and cross-platform price discrepancies. Use when comparing odds across books, calculating arb percentages, evaluating middle opportunities, or building odds-comparison workflows. Also trigger for 'arb bet', 'sure bet', 'arbitrage', 'odds comparison', 'middle bet', 'risk-free bet', or 'line shopping'.

Backtests quantitative trading strategies across 9 engines and 25 data sources, analyzes trade journals, and runs multi-agent research teams.

COBRA v1.1 — Arena Sprint Predator. Trades the single most dominant SM asset with maximum conviction. Fee-optimized maker orders. Wider DSL lets positions breathe. Designed to win Arena weeks.

Orchestrate token-heavy research, coding, and testing by delegating bounded tasks to cheaper subagents while reserving Claude Fable for architecture, synthesis, and final review.