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Keith Fleming [USA]
Community@keith-mvs · United States of America
I’m a multidisciplinary engineer and designer.
Agent Skills by Keith Fleming [USA]
Showing 28 vetted skills indexed across 1 GitHub repositories.
keith-mvs<skill-name>
Generate standardized SKILL.md packages with front-matter and directory structure.
keith-mvsadvanced-math-trading/signal-processing-features
Extract and engineer signal features from time-series data using wavelets, EMD, Kalman, SSA, and spectral transforms.
keith-mvsfinancial-analysis
Automate audit-trail-enabled Excel financial models with Python libraries.
keith-mvscredit-risk
Assess credit risk and default probability for corporate bonds.
keith-mvsbond-pricing
Price fixed-income securities using present value and yield-to-maturity calculations.
keith-mvsbond-benchmarking
Benchmark bonds against market benchmarks using spread, duration, and attribution metrics.
keith-mvsadvanced-math-trading/foundations-core
Ground systematic trading in probability spaces, moments, Bayes updates, and statistical learning.
keith-mvsadvanced-math-trading/robustness-risk
Identify and mitigate tail risk in quantitative trading models with EVT and validation guardrails.
keith-mvsadvanced-math-trading/time-series-regimes
Identify regime shifts in financial time series for regime-aware trading models.
keith-mvsadvanced-math-trading/simulation-inference
Simulate Monte Carlo and SDE paths for Brownian and jump-diffusion models.
keith-mvsadvanced-math-trading/optimization-advanced
Optimize trading performance under multi-objective and uncertainty constraints with advanced optimization techniques.
keith-mvsadvanced-math-trading/information-causal
Quantify mutual information, transfer entropy, and causal relationships in trading signals.
keith-mvsadvanced-math-trading/microstructure-game
Analyze microstructure dynamics and strategic interactions in electronic trading environments.
keith-mvsadvanced-math-trading/portfolio-factors
Solve portfolio-construction problems with factor models, mean-variance optimization, and Black-Litterman approaches.
keith-mvsadvanced-math-trading/execution-control
Apply Almgren–Chriss dynamic programming to optimize trading execution schedules.
keith-mvsmarried-put-strategy
Implement 1:1 married-put hedges with breakeven and P/L analyses.
keith-mvsiron-condor
Identify and evaluate iron condor spreads with delta-guided strikes and theta decay optimization.
keith-mvsiron-butterfly
Identify optimal Iron Butterfly trades using IV conditions and Greeks analysis across liquid equity options.
keith-mvsbear-put-spread
Identify bear put spread opportunities on large-cap stocks with defined-risk metrics.
keith-mvsbull-call-spread
Analyze bull call spread profitability, risk, and expected outcomes.
keith-mvslong-strangle
Analyze long strangle strategies to identify optimal OTM call and put positions.
keith-mvslong-straddle
Apply long straddle strategies to ATM options with 30-60 DTE.
keith-mvsprotective-collar
Compute protective collar configurations with P&L and Greeks for stock positions.
keith-mvsoption-adjusted-spread
Calculate option-adjusted spread for bonds with embedded options using Monte Carlo simulation and binomial tree models.