100 tagged options trading, measured the same way as everything else here.
Browse within: equity-research 59finance 59market-data 59ai-trading 28option-trading 28algorithmic-trading 12backtesting 12quant 12
Skill Claude CodeCodex
Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.
Skill Claude CodeCodex
Downside stop-loss management for PMCC, naked LEAPS, and stock positions in IB. Computes stop prices, detects alerts, and places conditional combo orders. Dry-run by default. Requires TWS or IB Gateway running locally.
Skill Claude CodeCodex
Scan stocks for Poor Man's Covered Call (PMCC) suitability. Analyzes LEAPS and short call options for delta, liquidity, spread, IV, yield, trend direction, and earnings proximity. Use when user asks about PMCC candidates, diagonal spreads, or LEAPS strategies.
austin-starks/Public-Portfolio-Challenge
Skill Claude CodeCodex
The single entry point that executes a Public Portfolio Challenge episode or addendum runbook end-to-end, delegating each stage to the functional skills. Use when asked to run/execute/replay Episode 10, its bakeoff, or its addendum with the NexusTrade MCP connected. Reads the target runbook, pins its real artifacts…
austin-starks/Public-Portfolio-Challenge
Skill Claude CodeCodex
Run a multi-family strategy bakeoff — the SEARCH→CERTIFY funnel that screens many candidate mechanisms down to a certified deploy winner without letting the cheap search layer issue a verdict. Use when replaying the Episode 10 bakeoff, when exploring several distinct strategy families before certifying, when deciding…
austin-starks/Public-Portfolio-Challenge
Skill Claude CodeCodex
Run and read a NexusTrade walk-forward out-of-sample study — the certification engine behind the Public Portfolio Challenge. Use when certifying a fixed portfolio (backtestonly) or re-optimizing one (sweep), when setting foldcount / anchored / validation / embargo params, when monitoring a runwalkforwardstudy to…
Skill Claude CodeCodex
The playbook behind momentumtrader.py. One position, one entry per day. The strategy and the risk math are deterministic. The single model judgment is which trade to take: the name, the direction, and (in both mode) whether to express it in shares or a single-leg option.
Skill Claude CodeCodex
Build a clean, point-in-time, ready-to-backtest OHLCV dataset for a US equity universe across an arbitrary date window. Emits parquet plus a manifest plus an edge-case log, with corporate actions reconciled, survivorship treatment documented, holidays and half-days preserved correctly, and any IPO partial coverage or…
Skill Claude CodeCodex
Build a filtered, ranked equity universe from a candidate pool and emit a Bloomberg EQS / FactSet screener-style table. Chain composable predicates (market cap, momentum, valuation, options activity), rank survivors by composite z-score, flag sector concentration, and document survivorship handling. Use when the user…
Skill Claude CodeCodex
Sanity-check an internal analyst valuation thesis against the live peer set. Input the target price, assumed revenue growth, assumed EBITDA margin, and horizon; the skill pulls the current name, builds the peer cohort, computes target-implied multiples vs the peer 25-75 band, compares the growth and margin assumptions…