Results for “volatility-risk-premium”

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.

VaR Unit Mismatch Fix

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.

Calculate portfolio risk metrics including VaR, CVaR, Sharpe, Sortino, and drawdown analysis. Use when measuring portfolio risk, implementing risk limits, or building risk monitoring systems.

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

DeFi Primitives

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

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.

Analyze RAM dumps with Volatility 3 to detect malware, process injection, network connections, and credential theft during incident response.

风险管理核心skill套件 — CVaR实时风控、动态仓位管理（风控版）。对标Bridgewater全天候策略、PIMCO风控体系的工程化实现。

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.

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.

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.

Analyzes RAM memory dumps from compromised systems using the Volatility framework to identify malicious processes, injected code, network connections, loaded modules, and extracted credentials.

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.

Vendor privacy risk tiering methodology for processor management. Covers scoring factors including data volume, sensitivity, transfer locations, certifications, breach history, and control maturity with weighted risk calculation and tier assignment.

Beta coefficient reference — CAPM, systematic risk, portfolio sensitivity, regression analysis. Use when measuring stock volatility relative to the market or constructing risk-adjusted portfolios.

Build and run a third-party/vendor risk management program aligned to NIST SP 800-161 and NIST CSF 2.0: inventory, tier, assess, contract, monitor, and offboard vendors.

Applies PCI-DSS v4.0, FINTRAC, SOX, and FDX compliance frameworks across outputs, with a primary focus on payment card industry standards.

Analyze volatile memory dumps using Volatility 3 to extract running processes, network connections, loaded modules, and evidence of malicious activity.

VIXEN v1.0 — Dual-mode emerging movers scanner. Built from FOX v1.6 live trading data (+34.5% ROI). Two entry modes: STALKER (steady accumulation, score 6+, catches the SM buildup BEFORE the explosion) and STRIKER (violent FIRST_JUMP, score 9+, with raw volume confirmation to filter blow-off tops). 2-hour per-asset cooldown after Phase 1 exits. DSL High Water Mode mandatory.

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

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.

MAMBA v2.0 — Range-bound high water + regime protection. A trading strategy config override based on the VIPER skill with three protective gates: BTC regime filter, per-asset cooldown after losses, and hard leverage cap at 10x.

Use when measuring volatility with ATR, setting ATR-based stop-losses, calculating position sizes by risk tolerance, or comparing volatility across timeframes.

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

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

JACKAL — First Jump pyramider. FOX v1.6's exact five-layer entry gauntlet combined with RHINO's pyramiding mechanic. Enter at 30% on a qualifying First Jump, add 40% at +10% ROE and final 30% at +20% ROE — but only after re-validating 4h trend, SM alignment, and volume. Failed scouts cost $15 instead of FOX's $50. Full pyramids capture the same upside. DSL High Water Mode (mandatory).

Pricing models, tier packaging, and willingness-to-pay research. Use when the user requests 'pricing tiers', 'freemium', 'value metric', 'pricing page', 'willing to pay', or 'van Westendorp'.

v4.1.0 reward function redesign to fix overtrading and DSR dominance

Calculate CVSS scores, interpret vector strings, and prioritize vulnerabilities using CVSS alongside EPSS and CISA KEV for effective risk-based remediation.

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.

Access 31 pay-per-use tools for quantum security, agent safety, research, data, and earn on Base, paid via x402 protocol.

Identify and prioritize risks by impact and controllability. Use for risk management, project planning, and strategic decision support.

当需要在众多机会中筛选出投入产出比最高的选项，以最小化风险并最大化潜在回报时