py-vollib-options-pricing使用 BSM 和 Black 模型对欧式期权进行定价和 Greeks 计算,支持连续股息收益率调整。
Install via ClawdBot CLI:
clawdbot install tangweigang-jpg/py-vollib-options-pricingGrade Fair — based on market validation, documentation quality, package completeness, maintenance status, and authenticity signals.
Generated May 12, 2026
Quantitative traders can price A-share equity options using BSM/Black models while calculating delta, gamma, and other Greeks. Continuous dividend yield adjustments improve accuracy for Chinese stocks.
Backtest options strategies like covered calls or protective puts using historical data. The pipeline integrates data collection, factor computation, and execution simulation for A-share markets.
Developers can set up Sphinx documentation for the py_vollib library, generating consistent API docs and code examples. This reduces onboarding time for new quant team members.
Beyond A-shares, the skill supports HK and crypto option pricing. Traders can apply the same models across markets with minor adjustments for local conventions (e.g., settlement currency).
Combine technical indicators (e.g., MACD) with option Greeks to generate trading signals. Transformers compute signals before accumulators, ensuring no look-ahead bias in A-share backtests.
Offer a cloud-based platform that provides pricing and Greeks via APIs, targeting hedge funds and prop trading desks. Revenue from subscription tiers based on request volume and market coverage.
Use the skill to build custom backtesting and trading strategies for clients. Deliver automated pipelines integrating py_vollib and ZVT, charging project-based fees plus maintenance retainer.
Create online courses teaching options pricing and Greeks using py_vollib. Include hands-on exercises with ZVT backtesting, generating revenue from course sales and certifications.
💬 Integration Tip
Integrate with ZVT's pipeline by plugging py_vollib pricing into the factor computation step. Ensure entity IDs follow 'entity_type_exchange_code' format and set MultiIndex (entity_id, timestamp) for DataFrame operations.
Scored Jul 22, 2026
Query and trade on Polymarket prediction markets — check odds, trending markets, search events, view order books, place trades, and manage positions. Now ava...
Comprehensive US stock analysis including fundamental analysis (financial metrics, business quality, valuation), technical analysis (indicators, chart patterns, support/resistance), stock comparisons, and investment report generation. Use when user requests analysis of US stock tickers (e.g., "analyze AAPL", "compare TSLA vs NVDA", "give me a report on Microsoft"), evaluation of financial metrics, technical chart analysis, or investment recommendations for American stocks.
This skill should be used when analyzing weekly price charts for stocks, stock indices, cryptocurrencies, or forex pairs. Use this skill when the user provides chart images and requests technical analysis, trend identification, support/resistance levels, scenario planning, or probability assessments based purely on chart data without consideration of news or fundamental factors.
Comprehensive market environment analysis and reporting tool. Analyzes global markets including US, European, Asian markets, forex, commodities, and economic indicators. Provides risk-on/risk-off assessment, sector analysis, and technical indicator interpretation. Triggers on keywords like market analysis, market environment, global markets, trading environment, market conditions, investment climate, market sentiment, forex analysis, stock market analysis, 相場環境, 市場分析, マーケット状況, 投資環境.
财务分析 CLI 技能 - 财报分析、股票估值、风险评估
Automation skill for DELLIGHT Content & Marketing Operations.