Getting it into your agent
One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.
npx skills add skloxo/TideTrading --skill hedging-strategygit clone --depth 1 https://github.com/skloxo/TideTradingWrote this? Show the measurements
A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.
[](https://agentmods.dev/skills/skloxo/tidetrading/hedging-strategy)<a href="https://agentmods.dev/skills/skloxo/tidetrading/hedging-strategy"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/hedging-strategy/github.svg" alt="Measured on agentmods" height="20"></a>Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.
<a href="https://agentmods.dev/skills/skloxo/tidetrading/hedging-strategy"><img src="https://agentmods.dev/badge/skills/skloxo/tidetrading/hedging-strategy.svg" alt="Reviewed on agentmods" width="80" height="20"></a>What it costs to keep this loaded
Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.
| Model | Per session | Once invoked |
|---|---|---|
| Fable 5.1 | $0.00035 | $0.02774 |
| Opus 5 | $0.00017 | $0.01387 |
| Sonnet 5 | $0.00007 | $0.00555 |
| Haiku 4.5 | $0.00003 | $0.00277 |
Grade A, and why
hedging-strategy scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 9d ago.
A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.
Nothing flagged
None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.
This is a copy
100% identical to hedging-strategy — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.
How it starts
The opening of the file, as written. The whole thing — 266 lines — stays where its author put it; the contents beside it link to each section on GitHub.
Hedging Strategy Design
Overview
Design systematic hedging plans for existing positions, covering linear hedges (futures / ETFs) and nonlinear hedges (options). Output hedge ratios, cost estimates, and execution plans. Core principle: hedging does not eliminate risk; it exchanges unknown losses for known costs.
Core Concepts
1. Beta Hedging (Futures / ETFs)
Principle: hedge portfolio systematic risk (beta) with index futures or ETFs while preserving single-stock alpha.
Hedge ratio calculation:
# Minimum-variance hedge ratio
hedge_ratio = beta_portfolio * (portfolio_value / futures_value)
# Example: hold a 10 million RMB China A-share portfolio, beta = 1.2
# CSI 300 futures (IF) contract value = index level × 300
# IF level = 4000, contract value = 4000 × 300 = 1.2 million
# Required number of short contracts = 1.2 × (1000 / 120) = 10
# Beta estimation method
import numpy as np
# OLS regression: portfolio_returns = alpha + beta * index_returns + epsilon
beta = np.cov(portfolio_returns, index_returns)[0][1] / np.var(index_returns)
China A-share beta hedging instruments:
| Instrument | Code | Contract Multiplier | Margin | Suitable Scale |
|---|---|---|---|---|
| IF (CSI 300 futures) | IF2403 | 300 RMB / point | ~12% | > 5 million RMB |
| IC (CSI 500 futures) | IC2403 | 200 RMB / point | ~14% | > 3 million RMB |
| IM (CSI 1000 futures) | IM2403 | 200 RMB / point | ~15% | > 3 million RMB |
| CSI 300 ETF (510300) | 510300.SH | — | Unlevered | Any size |
Note: stock-index futures have basis (spot-futures spread). Shorting futures when they trade at a discount brings extra return (basis convergence), while premium pricing adds extra cost.
2. Option Hedging Strategies
Protective Put
Hold the underlying + buy a put option
- Cost: option premium (typically 1-3% of underlying value per month)
- Protection range: fully protected below the strike price
- Applicable scenario: worried about a large drawdown but do not want to sell the position
What this file has done since we first saw it
Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.
- 9d ago First seen · 266 lines · 35 tokens per session scan A fd11996aeed0
hedging-strategy is a skill published in the GitHub repository skloxo/TideTrading (10 stars, last pushed 2d ago), licensed MIT. It adds 35 tokens to every session and 2,774 once invoked, about $0.0002 per session on Opus 5. A static security scan graded it A with 0 findings. It is 100% identical to hedging-strategy, differing in 0 lines, and is treated as a copy.
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