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WenyuChiou
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quant-analyst

Analyze ETF options with multi-source IV/HV, skew, and term-structure data.

Updated Aug 23, 2026
Search Tags:#quantitative-analysis#credit-spreads#implied-volatility#historical-volatility#etf-options#volatility-skew#kelly-position-sizing
One-click install
npx skills add https://github.com/WenyuChiou/multi-analyst-desk --skill quant-analyst-wenyuchiou
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: quant-analyst
Source: https://github.com/WenyuChiou/multi-analyst-desk/tree/main/skills/quant-analyst
Command: npx skills add https://github.com/WenyuChiou/multi-analyst-desk --skill quant-analyst-wenyuchiou

SYSTEM DOCUMENTATION & REQUIREMENTS

What problem does it solve?

ETF options analysis often lacks a rigorous, multi-source framework to quantify volatility, price mispricings, and risk-adjusted sizing. This skill centralizes IV/HV, skew, term structure, and Greeks management to produce disciplined credit-spread signals.

Core Features & Use Cases

  • Multi-source data collection and cross-validation for IV/HV, skew, and term-structure analysis.
  • Kelly sizing with VIX-adjusted risk adjustments to determine position size.
  • Credit spread generation (Bull Put Spread / Bear Call Spread) with mispricing verification and risk controls.
  • Output: a structured signal dashboard with data freshness notes and recommended actions.

Quick Start

Run a full quant signal workflow on SPY options using current IV, HV, skew, and VIX data to generate a credit spread recommendation.

Frequently Asked Questions about quant-analyst

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

FAQPage Schema
How do I analyze ETF options for credit spread trading signals?▼

The skill detects ETF options mispricing by performing cross-source data validation on time-stamped pricing data, quantifying volatility metrics and Greeks to verify explicit pricing deviations before generating disciplined credit spread recommendations.

How do I calculate position size for credit spreads using the Kelly criterion?▼

The skill evaluates volatility skew and term structure by quantifying implied volatility across different strike prices and expiration dates, using cross-source data validation to identify structural anomalies and mispricing signals in the ETF options market.

Can I run quantitative options analysis across different ETF universes and market regimes?▼

The skill handles multi-source data validation by cross-referencing time-stamped data feeds to ensure accuracy in implied and historical volatility calculations, which is necessary to produce reliable mispricing verification and disciplined signal outputs.

What is the best way to generate bull put or bear call spread recommendations with risk controls?▼

After generating credit spread signals, the next step is interpreting the structured signal dashboard output, which provides data freshness notes, recommended actions, and risk-adjusted position sizes to execute trades within VIX-adjusted constraints.

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