Your daily 10-minute options trading check-in. Reads your spreadsheet, checks VIX, reviews positions, suggests trades. Be the casino, not the gambler.
Institutional-grade early warning system for systemic deleveraging events
Market-implied default risk and CDS intuition from corporate bond spreads using FRED data.
A local LLM scores news, macro and social feeds into a 5–7 day S&P 500 directional call, then ranks every 20–25 DTE vertical by expected edge. Runs on one laptop with no LLM API cost.
📉 Yield Curve Fitting (Nelson-Siegel) & Corporate Bond Relative Value Analyzer
Mapping market stress to yield curve regimes using FRED data — co-occurrence structure, stress behavior, and current macro positioning.
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