options-compose

Orchestrates options strategy clarification, volatility surface, Greeks, and backtest workflows.

Updated Jun 27, 2026
One-click install
npx skills add https://github.com/HKUST-QUANT-SOCIETY/quantcode --skill options-compose-hkust-quant-society
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: options-compose
Source: https://github.com/HKUST-QUANT-SOCIETY/quantcode/tree/main/.opencode/groups/options/skills/options-compose
Command: npx skills add https://github.com/HKUST-QUANT-SOCIETY/quantcode --skill options-compose-hkust-quant-society

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve? Options research tasks often fail because teams guess at missing inputs, rely on stub backtest tools, or claim results from components that are not actually connected. This Skill enforces a disciplined workflow for the options group: clarify the strategy first, verify which capabilities are genuinely published and connected, and only then run volatility surface, Greeks, and backtest components with traceable contracts. ## Core Features & Use Cases - Strategy Clarification: Loads the options-brainstorm flow to pin down underlying, time point, expiry, positions, and risk constraints into an OptionsSpec draft, refusing to guess when key fields are missing. - Capability Verification: Queries the actual capability catalog, group Memory, and data contracts before executing, so stub adapters like run_options_backtest_stub are never mistaken for production evidence. - Contract-Checked Execution: Runs volatility surface, Greeks, and backtest only through authoritative connected components, then validates OptionsSpec, VolSurfaceResult, GreeksProfile, and OptionsBacktestReport for source, version, and status. - Use Case: A quant researcher needs to backtest a gold options spread. The Skill first confirms the real surface and Greeks services exist, records goals and acceptance criteria via organization_solution, executes the pipeline, and honestly reports any unconnected capabilities as gaps instead of fabricating PnL. ## Quick Start Ask the agent to clarify an options strategy with its underlying, expiry, and risk constraints, verify which surface, Greeks, and backtest components are actually connected, and produce a traceable OptionsBacktestReport.

Frequently Asked Questions about options-compose

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I run an options backtest with verified components?

First query the published capability catalog and group Memory to confirm surface, Greeks, and backtest adapters are actually connected. Then clarify the strategy into an OptionsSpec, execute the pipeline through authoritative components, and validate the resulting OptionsBacktestReport contract.

What is an OptionsSpec and how is it created?

An OptionsSpec is the schema-validated strategy definition covering underlying, time point, expiry, positions, and risk constraints. It is drafted through the options-brainstorm clarification step, and missing key fields are flagged rather than guessed.

Can I use the sample options CSV for production backtest results?

No. The gc_options_merged_sample.csv file is a sample fixture, and the legacy run_options_backtest_stub cannot provide production PnL evidence. Without real surface and Greeks services, the workflow reports the gap instead of fabricating numbers.

What happens when volatility surface or Greeks services are not connected?

The workflow stops before execution and lists the unconnected capabilities honestly in the report. It never substitutes stub outputs or builds a second in-house implementation of authoritative options calculations.

Does this workflow support shared database writes for options results?

Shared writes require explicit merge approval and a real success receipt. Group membership alone does not grant shared database or production permissions, so results stay in the personal workspace unless formally approved.