options-market-making

Automates options market-making workflows for quote-surface management, inventory-greek balancing, and adverse-selection control.

Updated Feb 10, 2026
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill options-market-making
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: options-market-making
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/options-market-making
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill options-market-making

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill automates the complex process of running options quoting engines, ensuring stable spread capture and controlled risk across various market conditions.

Core Features & Use Cases

  • Quote Surface Management: Dynamically adjust quotes based on market conditions, inventory, and risk.
  • Inventory and Greek Balancing: Maintain desired risk exposures by hedging delta and vega.
  • Adverse-Selection Control: Implement strategies to mitigate losses from unfavorable trades.
  • Use Case: Deploy this Skill to manage a live options book, continuously providing two-sided quotes while actively managing the associated risks.

Quick Start

Run the options market making diagnostics script with your input data.

Frequently Asked Questions about options-market-making

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

FAQPage Schema
How do I automate options market making for continuous two-sided quoting?

Automate options market making by running Python diagnostics scripts to manage quote surfaces, balance inventory risks, and control adverse selection. This provides stable spread capture while continuously generating two-sided quotes in live options books.

What is delta and vega hedging for inventory management in an options book?

Delta and vega hedging for inventory management involves adjusting underlying positions to neutralize directional and volatility risks. This Skill automates Greek balancing to maintain desired risk exposures while actively quoting options.

How do I control adverse selection when running an options quoting engine?

Control adverse selection in an options quoting engine by implementing automated strategies that adjust quotes based on unfavorable trade patterns. This Skill uses deterministic diagnostics to mitigate losses from toxic order flow.

Do I need Python to run options quoting and risk management diagnostics?

Yes, you need Python to run options quoting and risk management diagnostics. This Skill requires Python scripts for executing deterministic diagnostics and Markdown references for operational guidance on managing live options books.

What is the best way to manage quote surfaces dynamically across changing market conditions?

The best way to manage quote surfaces dynamically is to use an automated quoting engine that adjusts spreads based on real-time market conditions and inventory. This Skill dynamically modifies quotes to ensure stable spread capture and controlled risk.