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risk-reversal-skew-trading

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Trade skew dislocations.

Finance & Accounting#risk management#derivatives#options#trading#volatility#skew
AuthorGhostOf0days
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill addresses the complexity of trading options skew dislocations by providing structured workflows for constructing risk-reversal strategies with controlled risk exposure.

Core Features & Use Cases

  • Skew Analysis: Measures skew deviation against historical and cross-asset baselines.
  • Risk-Reversal Construction: Builds trading legs with targeted delta and vega profiles.
  • Stress Testing: Evaluates portfolio resilience against market shocks like spot jumps and vol surface shifts.
  • Use Case: When market participants observe a significant divergence in put-call skew for a particular underlier, this Skill can be used to identify and execute a trade that capitalizes on this dislocation while managing the associated risks.

Quick Start

Use the risk-reversal-skew-trading skill to analyze skew dislocations and construct risk-reversal trades.

Dependency Matrix

Required Modules

None required

Components

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: risk-reversal-skew-trading
Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#risk-reversal-skew-trading

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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