volatility-skew-term-structure-trading - Volatility Skew Term Structure Trading for Relative-Value Positioning
Execute volatility-relative-value workflows with surface diagnostics and vega-aware risk controls.
Tags
Updated: 2026-02-12Capabilities
Typical Inputs
Typical Outputs
What this skill does
- define vol-view hypothesis
- build strike-tenor spread structures
- compute skew and term dislocation metrics
- stress position behavior under surface shocks
- enforce vega concentration limits
- enforce term-bucket exposure caps
- run diagnostics script
- write implementation memo
Inputs
- volatility data
- historical baselines
- input CSV files
- volatility quotes
- trading parameters
Outputs
- diagnostics JSON artifact
- implementation memo
- trading positions
- risk reports
Requirements
- Python environment
- volatility data access
- diagnostic scripts
- trading permissions