calendar-diagonal-spread-trading
CommunityTrade options spreads with precision.
Finance & Accounting#risk management#quantitative finance#volatility#options trading#spreads#term structure
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill automates the process of trading calendar and diagonal options spreads, incorporating advanced diagnostics for term-structure and volatility skew, along with robust risk controls.
Core Features & Use Cases
- Spread Construction: Define maturity views and strike selection logic for building calendar or diagonal spreads.
- Risk Management: Quantify carry, theta, and term-volatility exposures, with stress testing against market movements.
- Use Case: When you need to position for specific views on term-structure volatility or capture carry in options portfolios, this Skill provides the tools to construct, analyze, and manage these complex trades.
Quick Start
Use the calendar-diagonal-spread-trading skill to build calendar or diagonal structures with a target greek profile.
Dependency Matrix
Required Modules
None requiredComponents
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: calendar-diagonal-spread-trading Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#calendar-diagonal-spread-trading Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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