options-spread-conviction-engine
Multi-regime options spread analysis engine with quantitative rigor. Features regime detection (VIX-based), GARCH volatility forecasting, drawdown-constrained Kelly position sizing, and walk-forward backtesting. Scores vertical spreads (bull put, bear call, bull call, bear put) and multi-leg strategies (iron condors, butterflies, calendar spreads) using Ichimoku, RSI, MACD, Bollinger Bands, and IV term structure analysis.
Installation and usage
Multi-regime options spread analysis engine with quantitative rigor. Features regime detection (VIX-based), GARCH volatility forecasting, drawdown-constrained Kelly position sizing, and walk-forward backtesting. Scores vertical spreads (bull put, bear call, bull call, bear put) and multi-leg strategies (iron condors, butterflies, calendar spreads) using Ichimoku, RSI, MACD, Bollinger Bands, and IV term structure analysis.
설치 후 터미널에서 다음 명령을 실행하여 이 스킬을 사용할 수 있습니다:
skills use options-spread-conviction-engine