Agent skill

Event Vol Scan

by PatrickSUDO in PatrickSUDO/fadacai-portfolio

財報/重大事件(CPI/FOMC)前的末日 buy call 與雙買 straddle 機會掃描。Usage - /event-vol-scan [days] [TICKER ...](預設窗 14 天,掃持倉 + L1 候補 + SPY/QQQ 宏觀事件)

MITAuto-check passed

Install Event Vol Scan

skills CLI
$ npx skills add PatrickSUDO/fadacai-portfolio --skill event-vol-scan -a claude-code

Project install by default; add -g for ~/.claude/skills/.

GitHub CLI
$ gh skill install PatrickSUDO/fadacai-portfolio event-vol-scan --agent claude-code

Project scope by default; add --scope user for a personal install. Needs GitHub CLI 2.90.0 or later (public preview).

Manual copy
$ git clone --depth 1 https://github.com/PatrickSUDO/fadacai-portfolio.git skills-src && mkdir -p .claude/skills && cp -r skills-src/.agents/skills/event-vol-scan .claude/skills/event-vol-scan && rm -rf skills-src

Use ~/.claude/skills/ instead of .claude/skills for a personal install. The folder must contain SKILL.md.

Claude Code skills documentation · loads skills from .claude/skills/

Facts

Skill name
event-vol-scan
GitHub stars
142
Token cost
~891 tokens
SKILL.md length
314 words
Files
1
Skills in repo
10
Repo updated
First seen
Licence
MIT

At a glance

財報/重大事件(CPI/FOMC)前的末日 buy call 與雙買 straddle 機會掃描。Usage - /event-vol-scan [days] [TICKER ...](預設窗 14 天,掃持倉 + L1 候補 + SPY/QQQ 宏觀事件)

  • SKILL.md covers 與既有規則的關係(必讀), Step 0, Workflow and 常數(調整處 =…, plus 1 more section
  • Calls python3

What it does

Event Vol Scan is an agent skill from PatrickSUDO/fadacai-portfolio. 財報/重大事件(CPI/FOMC)前的末日 buy call 與雙買 straddle 機會掃描。Usage - /event-vol-scan [days] [TICKER ...](預設窗 14 天,掃持倉 + L1 候補 + SPY/QQQ 宏觀事件)

Its SKILL.md is about 890 tokens, which your agent loads only when the skill is triggered. It is a single SKILL.md file with no bundled scripts.

The repository describes itself as: Claude Code 投資研究與組合管理框架:skills + MCP + 第一性原理紀律 + thesis ledger. The licence is MIT.

Example prompts

  • “/event-vol-scan”

Requirements

  • Python 3

What it can do on your machine

Read from SKILL.md and the folder at commit 25eedc4. It shows what the files ask for, not the result of running them.

  • Tool permissions

    Pre-approves nothing: there is no allowed-tools line, so your agent's usual permission prompts apply.

    From allowed-tools in the SKILL.md frontmatter.

  • Runs code

    Shell commands in SKILL.md call:

    • python3

    From the folder's file list and the shell code blocks in SKILL.md.

  • Network

    No URLs in SKILL.md.

    From URLs in SKILL.md, links to its own repository left out.

  • Credentials

    Names no API keys, tokens, secrets or passwords.

    From names ending in _API_KEY, _TOKEN, _SECRET, _KEY or _PASSWORD in SKILL.md.

Context cost

Event Vol Scan loads about 891 tokens when it runs. Until then it costs about 36 tokens; SKILL.md has 314 words of instructions outside code blocks.

Always · name and description, kept in context so the agent knows when to use it
~36
When it runs · the whole SKILL.md, loaded when a task matches
~891

Estimates: characters ÷ 4, the usual rule of thumb; real counts depend on the model's tokenizer. Scripts and assets cost tokens only if the agent reads them.

Safety

Auto-check passed

The automated check found no risky patterns in SKILL.md.

Automated static check — not a guarantee. Review scripts before installing. It scans the text of SKILL.md for risky patterns (piping downloads into a shell, reading credential files, hidden Unicode, destructive commands); files beside SKILL.md are not scanned.

SKILL.md

The full file from PatrickSUDO/fadacai-portfolio at commit 25eedc4, republished under its MIT licence (© PatrickSUDO). 314 words, ~891 tokens.

Download SKILL.mdSave it as .claude/skills/event-vol-scan/SKILL.md (or your agent's skills folder).
name
event-vol-scan
description
財報/重大事件(CPI/FOMC)前的末日 buy call 與雙買 straddle 機會掃描。Usage - /event-vol-scan [days] [TICKER ...](預設窗 14 天,掃持倉 + L1 候補 + SPY/QQQ 宏觀事件)
user_invocable
true
model
opus
effort
high

Event Vol Scan — 事件前買方機會掃描

定位:把 portfolio-review I.5 樂透掃描升級為事件驅動買方掃描 — 在財報 / CPI / FOMC 前找兩類機會: ① 末日 buy call(方向凸性:base rate + revision 一面倒,且隱含移動不貴) ② 雙買 straddle(純波動:隱含移動 < 歷史實際移動,不賭方向賭幅度)

與既有規則的關係(必讀)

  • 「財報 ±48h 不新開期權倉」(options-leaps-playbook)的例外聲明:那條禁的是「方向性建倉被事件 IV 扭曲定價而不自知」。本 skill 是有意識的事件波動買方(吃 gamma / vol),屬明確 opt-in 例外。賣方策略(BPS/BCS/CC)仍完全遵守 ±48h 禁令,本 skill 絕不輸出事件窗內的賣方單。
  • 沿用樂透鐵則(playbook + I.5):總成本 ≤ 2% 帳戶(Quarter-Kelly)、OI > 500、已漲 >30%(5日)排除、不用 OTM LEAPS 當樂透(vega 干擾凸性)。
  • 機率語言紀律:不寫「應該會大漲」— 引擎輸出 VRP(隱含/歷史)與 base rate,判讀 conditional 在這兩個數字。

Step 0

執行 AGENTS.md Step 0 統一規範(0a 讀 plan.md + feedback、0b get_account_position、0c/0d journal 檢查)。本 skill 需要:持倉 ticker 清單、帳戶總值(算 2% 預算)、plan.md L1 On-Deck / 觀察清單。

Workflow

1. Universe 組建
  • 預設:持倉全部 ticker + plan.md「L1 On-Deck」+「觀察清單」標的
  • 用戶 args 指定 ticker → 只掃指定的
  • 宏觀事件:mcp__eodhd-mcp__get_economic_calendar(from, to, country="US", high_impact_only=True) 抓窗內 CPI / FOMC / NFP 日期 → 以 SPY:<date>:<label>,QQQ:<date>:<label> 注入(半導體集中事件可加 SMH)
2. 跑掃描引擎(機械層 — 不手算 chain)
bash
python3 tools/event_vol_scan.py \
  --tickers <逗號清單> \
  --days <N,預設 14> \
  --extra-events "SPY:YYYY-MM-DD:CPI,QQQ:YYYY-MM-DD:FOMC" \
  --account-value <live 帳戶總值> \
  --json briefing-out/cache/event-vol-scan.json

引擎輸出(每 ticker×事件):事件後首個到期、ATM straddle 隱含移動、過去 8Q 財報實際移動中位(earnings-history cache 日期 × 日線)、VRP = 隱含/歷史、beat rate + 30d revisions、5 日 run-up、OI/spread 流動性、1×IM 末日 call 候選報價,以及機械裁決:

裁決條件意義
BUY_CALLbeat ≥ 7/8 且 rev up ≥ 5×dn 且 avg surprise ≥ +5%(非 unreliable)且 VRP ≤ 1.2方向凸性候選
STRADDLEVRP < 0.85 且歷史中位移動 ≥ 4%雙買候選(隱含 < 歷史)
STRADDLE_RV無財報基準(ETF/新股),隱含 < 20d 實現波動×√T雙買候選(次級基準)
SKIP_RICHVRP > 1.2隱含太貴,IV crush 風險
EXCLUDE5日漲幅 >30% 或 OI/spread 不及格淘汰
WATCH無明確 edge列示不建議
3. 判斷層(Claude — 引擎裁決之上,逐條檢核)
  1. STRADDLE_RV 的 rv 灌水檢查:近 5 日若有 >3% 單日(崩盤週),rv20 被灌高 → VRP_rv 失真偏便宜。此時降級為 WATCH,除非隱含移動絕對值也低於長期常態。
  2. BUY_CALL 的 thesis 一致性:對照 plan.md 桶別 / 候補層 — 與現有持倉同題材 binary 不重複開(已有同板塊事件樂透 → 優先補強既有)。
  3. 末日進場時點(重要 — 掃描日 ≠ 進場日):
    • 雙買:事件前 2–5 個交易日進場(IV ramp 前段,theta 尚可控)
    • 純末日 call:事件前 1 日或當日(最大 gamma,premium = max loss 心態)
    • 今天距事件 >5 日 → 輸出「價格警報 + 預定結構」,不是現在就買(複式單無法 GTC)
  4. 口數與預算:總樂透預算 ≤2% 帳戶(引擎已算出金額);單筆 1-2 口;每筆必寫「上行 +XXX% / max loss = premium $X」。
  5. 出場紀律(開倉時就寫死):
    • 雙買:事件後首個交易日內了結(IV crush 前),不留倉「等第二波」
    • 末日 call:+100% 賣半回本(house-money runner),事件後歸零風險自負
  6. 入選 0 筆 → 誠實輸出「⏳ 本次無符合凸性條件的事件買方機會」+ 最接近門檻的 1-2 筆與差多少。
4. 輸出格式
## 🎯 事件前買方掃描(YYYY-MM-DD,窗 N 天)
[引擎 markdown 表原樣]

### 入選(≤3 筆)
| # | 標的 | 事件 | 結構 | 成本/口 | max loss | 上行情境 | 進場窗 | 出場紀律 |
每筆附:價格警報價位 + 預定結構(觸發後 2 分鐘執行);或當下可掛的單。

### 判斷層淘汰說明
[哪些引擎候選被判斷層砍掉、為什麼 — 1 行/筆]
5. 落地(executed only)
  • 用戶決定執行 → thesis_ledger.py add(slug 格式 <ticker>:event-vol-<label>-<YYYYMM>,trigger = 事件日,證偽 = 移動 < 隱含成本)
  • 本 skill 預設不存 HTML 報告;用戶要求時走 generate_html.py(type: options-strategy)

常數(調整處 = tools/event_vol_scan.py 頂部)

RUNUP_EXCLUDE 30% / VRP_CHEAP 0.85 / VRP_RICH 1.20 / MIN_OI 500 / MAX_SPREAD 15% / 預算 2% / BUY_CALL 門檻 beat 87.5% + surprise ≥5%(unreliable 不算)+ rev 5:1。

Performance

引擎 ~5-8 秒/ticker(yfinance 鏈 + 2y 歷史)。10 檔 Universe 約 1 分鐘。盤中執行前記得引擎報價是快照 — 下單前用 get_single_quote 補即時價。

© PatrickSUDO, MIT. Rendered from Markdown: HTML in the file is shown as text, images as links, and headings moved down two levels. Raw file

Files

Just SKILL.md in .agents/skills/event-vol-scan of PatrickSUDO/fadacai-portfolio.

Open the folder on GitHubat commit 25eedc4

Compare with similar skills

Event Vol Scan next to the 5 skills that share the most tags, products or categories with it. Stars are the repository's; “used in” counts other GitHub owners with a copy.

Event Vol Scan compared with similar skills
SkillStarsUsed inTokensAuto-checkLicenceRepo updated
Event Vol Scan this skillPatrickSUDO/fadacai-portfolio142—~891Automated safety check: PassMIT
Scanwshobson/agents40k—~2.2kAutomated safety check: PassMIT
Eventscoreyhaines31/marketingskills54k—~3kAutomated safety check: PassMIT
Repo Scanaffaan-m/ECC276k—~1.5kAutomated safety check: PassMIT
Repo Scanaffaan-m/ECC276k—~1.3kAutomated safety check: PassMIT
Vulnerability Scanningsickn33/agentic-awesome-skills47k1 repos~2.8kAutomated safety check: PassMIT

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Questions about Event Vol Scan

What does Event Vol Scan do?

財報/重大事件(CPI/FOMC)前的末日 buy call 與雙買 straddle 機會掃描。Usage - /event-vol-scan [days] [TICKER ...](預設窗 14 天,掃持倉 + L1 候補 + SPY/QQQ 宏觀事件). Event Vol Scan is an agent skill from PatrickSUDO/fadacai-portfolio.

How do I install Event Vol Scan in Claude Code?

Run `npx skills add PatrickSUDO/fadacai-portfolio --skill event-vol-scan -a claude-code`. Or copy the skill folder (.agents/skills/event-vol-scan in PatrickSUDO/fadacai-portfolio) into .claude/skills/event-vol-scan in your project. Claude Code loads it when a task matches its description.

How do I install Event Vol Scan in Codex?

Run `npx skills add PatrickSUDO/fadacai-portfolio --skill event-vol-scan -a codex`. Or copy the skill folder (.agents/skills/event-vol-scan in PatrickSUDO/fadacai-portfolio) into .agents/skills/event-vol-scan in your project. Codex loads it when a task matches its description.

Can I use Event Vol Scan in Cursor, Gemini CLI or GitHub Copilot?

Cursor, Gemini CLI, GitHub Copilot and OpenCode also load SKILL.md folders. With the skills CLI, run `npx skills add PatrickSUDO/fadacai-portfolio --skill event-vol-scan -a cursor` (or -a gemini-cli, github-copilot or opencode for the others). To copy it by hand, put the folder in .cursor/skills/event-vol-scan, .gemini/skills/event-vol-scan, .github/skills/event-vol-scan and .opencode/skills/event-vol-scan in your project.

What does Event Vol Scan need to run?

Going by SKILL.md and its folder, Event Vol Scan needs the command-line tools its instructions call (python3). Our summary lists: Python 3.

Does Event Vol Scan access the network?

SKILL.md contains no URLs. Any network use would come from the scripts or tools the agent runs. This is read from the text; nothing was executed.

Is Event Vol Scan safe to install?

Our automated static check of SKILL.md found no risky patterns, such as piping downloads into a shell, reading credential files or hidden Unicode. It is not a guarantee. Review the folder before installing.

What licence does Event Vol Scan use?

Event Vol Scan is published under the MIT licence (the repository's licence). It allows redistribution, so the full SKILL.md is shown on this page.

How many tokens does Event Vol Scan use?

About 891 tokens (SKILL.md is roughly 3.6k characters). Agents keep only the skill's name and description in context until a task matches; then they load SKILL.md in full.

What are the alternatives to Event Vol Scan?

Skills that share tags, products or a category with Event Vol Scan: Scan (wshobson/agents, 40k stars), Events (coreyhaines31/marketingskills, 54k stars), Repo Scan (affaan-m/ECC, 276k stars) and Repo Scan (affaan-m/ECC, 276k stars). The comparison table on this page puts their stars, adoption, token cost, safety result and licence side by side.

Who maintains Event Vol Scan?

PatrickSUDO (a GitHub user) maintains it in PatrickSUDO/fadacai-portfolio, which has 142 GitHub stars. The repository holds 10 skills in this directory. The repository was last updated on October 8, 2026.

Source: PatrickSUDO/fadacai-portfolio on GitHub. Facts on this page come from the repository at the commit we read; the author's words are quoted as theirs.