Content
53%Weight 40%Scale 1-5Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.
The body is highly actionable — executable templates with exact contracts and a clear 'import, do not retype' stance toward the project's quantlib — but it is held back by textbook padding and a monolithic single-file structure with no progressive disclosure. Trimming the formula derivations and strategy tables into reference files would substantially improve both conciseness and organization.
Suggestions
Move the Black-Scholes formula derivations (sections 2.2-2.4) and the strategy encyclopedia (section 1) into reference files (e.g. references/strategies.md, references/pricing.md), keeping only a compact summary and the import contract in SKILL.md — the skill already states the formulas are documentation, not instructions, so they need not be inline.
Add an explicit step-by-step workflow section (load skill → call options_payoff for production numbers → build plots from the templates → verify breakevens against analytic results) with a validation checkpoint comparing grid-derived breakevens to the analytic ones.
Trim or collapse the per-strategy tables to the strategies actually used in the project's decision tree, since standard option strategy definitions are knowledge Claude already has.
| Dimension | Reasoning | Score |
|---|---|---|
Conciseness | Sections 1-2 spend roughly 200 lines on textbook material Claude already knows (full Black-Scholes formulas, every Greek's formula, put-call parity, an encyclopedia of standard strategies), and the skill itself concedes the formulas 'are not an instruction to rewrite it' — yet still documents them in full. Several padded sections exist, matching 'noticeably verbose; several unnecessary explanations or padded sections' rather than 3, where only isolated over-explanation would remain. | 2 / 5 |
Actionability | The body provides copy-paste-ready executable code (compute_expiry_payoff, plotting templates, Greeks profile, a runnable Quick Usage example), exact import paths, argument order, and a precise behavior contract table ('Theta per calendar day; Vega and Rho per 1 percentage point; ... nothing is rounded'). This matches the 'fully executable; copy-paste ready' anchor, with the common cases specifically covered. | 5 / 5 |
Workflow Clarity | Content is organized in a logical order (strategies → pricing → payoff analysis → templates → usage) with valuable correctness guardrails ('Never derive max profit/loss only from sampled chart points'), but it reads as a reference document rather than a sequenced workflow: there are no explicit validation checkpoints or feedback loops, matching 'sequence present but checkpoints missing or implicit' rather than 4, where most checkpoints would be explicit. | 3 / 5 |
Progressive Disclosure | No bundle files (references/, scripts/, assets/) exist; all ~750 lines — the strategy encyclopedia, formula derivations, and three full plotting templates — are inlined in a single SKILL.md with nothing split out. This matches 'minimal structure; content that clearly belongs in separate files is inlined' rather than 3, because there is not even partial offloading to referenced files. | 2 / 5 |
Total | 12 / 20 Passed |