trading_skills

Get upcoming earnings dates with timing (before/after market) and EPS estimates. Use when user asks about earnings dates, earnings calendar, when a company reports, or upcoming earnings.

Get fundamental financial data including financials, earnings, and key metrics. Use when user asks about financials, earnings, revenue, profit, balance sheet, income statement, or company fundamentals.

Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.

Find and place the best 0DTE (zero-days-to-expiration) credit spreads from Interactive Brokers. Default execution route is the EMA9/EMA21 + VIX/VXN regime strategy (ema_vix_0dte.py), which auto-selects bull_put or bear_call from a bare EMA cross and skips the trade when the vol index is elevated (VXN ≥ 35 for NDX/QQQ, VIX ≥ 20 otherwise). Optional --rr-gate and --time-gate add red→red and bar-timing confirmation. Supports cash-settled indices (SPX, NDX, RUT, VIX) and any optionable stock/ETF. Manual spread type override is available via zero_dte.py. Requires TWS or IB Gateway running locally.

Get account summary from Interactive Brokers including cash balance, buying power, and account value. Use when user asks about their account, balance, buying power, or available cash. Requires TWS or IB Gateway running locally.

Generate tactical collar strategy reports for protecting PMCC positions through earnings or high-risk events. Requires TWS or IB Gateway running locally.

Consolidate IBRK trade CSV files from a directory into a summary report. Groups trades by symbol, underlying, date, strike, buy/sell, and open/close. Outputs both markdown and CSV.

Find roll options for existing short positions OR find best covered call/put to open against long stock. Use when user asks about rolling shorts, finding roll candidates, writing covered calls, or managing option positions. Requires TWS or IB Gateway running locally.

Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks. Use when user asks about options using IBKR data, futures options (NQ/ES/CL/GC...), or needs real-time option quotes from their broker. Requires TWS or IB Gateway running locally.

Analyze PMCC (Poor Man's Covered Call / diagonal spread) positions from IB portfolio. For each diagonal spread, reports short leg risk (delta, IV, assignment probability), daily P&L projections, top-3 roll candidates, and a side-by-side comparison table. Requires TWS or IB Gateway running locally.

Get portfolio positions from Interactive Brokers. Use when user asks about their portfolio, positions, holdings, or what stocks they own. Requires TWS or IB Gateway running locally.

Generate a comprehensive portfolio action report with earnings dates and risk assessment. Use when user asks for portfolio review, action items, earnings risk, or position management across IB accounts. Requires TWS or IB Gateway running locally.

Report delta-adjusted notional exposure across all IBKR accounts. Calculates option deltas using Black-Scholes and reports long/short exposure by account and underlying. Use when user asks about delta exposure, portfolio risk, or directional exposure.

Downside stop-loss management for PMCC, naked LEAPS, and stock positions in IB. Computes stop prices, detects alerts, and places conditional combo orders. Dry-run by default. Requires TWS or IB Gateway running locally.

Fetch trade executions from Interactive Brokers filtered by account, date range, or symbol. Supports live API (~7 days history) and FlexReport (full history). Use when user asks about their trades, executions, or transaction history. Requires TWS or IB Gateway running locally.

Server-side trailing stop management for stocks and naked LEAPS in IB. Places native TRAIL orders that auto-ratchet the stop as price climbs. Dry-run by default. Requires TWS or IB Gateway running locally.