structured-derivatives

Name: structured-derivatives
Availability: InStock
Author: ghostof0days

Automate structured derivatives workflows for model calibration, stress testing, and production controls.

Updated Feb 10, 2026

Search Tags:#risk management #derivatives #calibration #quantitative finance #trading systems #structured products

Ready to run

npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill structured-derivatives

💬 Prompt for ChatGPT / Claude Chat▼

Please help me install this Agent Skill.
Skill: structured-derivatives
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/structured-derivatives
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill structured-derivatives

SYSTEM DOCUMENTATION & REQUIREMENTS

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

What problem does it solve?

This Skill streamlines the complex workflows associated with structured derivatives in production trading systems, ensuring reproducible research, explicit controls, and deployable outputs.

Core Features & Use Cases

Reproducible Research: Calibrate model parameters with versioned routines.
Production Controls: Implement stress testing, risk controls, and release criteria.
Use Case: Use this skill when tasks involve structured and derivatives workflows in production trading systems, from initial calibration to final release.

Quick Start

Run python scripts/structured_derivatives_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.

Frequently Asked Questions about structured-derivatives

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

FAQPage Schema

How do I automate model calibration and stress testing for structured derivatives workflows?▼

You can automate structured derivatives workflows by running diagnostic scripts that handle model calibration, pricing error measurement, and stress testing. These scripts process input data and output a JSON diagnostics artifact for reproducible quantitative research.

What production controls are needed before releasing structured derivatives trading systems?▼

Production release requires specific diagnostics and adherence to risk controls. You must measure pricing errors, conduct stress testing, and generate a diagnostics JSON artifact to ensure the structured derivatives system meets reproducible research and deployable output criteria.

How do I measure pricing errors during quantitative derivatives research?▼

Pricing error measurement is handled by running the structured derivatives diagnostics script. This script evaluates model calibration accuracy and outputs results into a JSON artifact, ensuring your quantitative research remains reproducible and explicitly controlled.

Can I use these structured derivatives workflows for risk management in production trading systems?▼

Yes, these workflows are designed for production trading systems and include risk management controls. The process enforces stress testing and release criteria, ensuring that risk controls are explicitly checked before any structured derivatives model deployment.

What is the best way to ensure reproducible research when calibrating derivatives models?▼

Reproducible research is achieved by using versioned calibration routines within the diagnostics script. Running this routine generates a JSON artifact that captures model parameters and diagnostic outputs, ensuring your structured derivatives calibration results remain consistent and auditable.