staskh/trading_skills

A Claude advisor for options traders: 25 skills in SKILL.md format under .claude/skills/, each teaching the agent to run Python scripts against market data. MIT, 324★, 73 forks, 133 commits (2026-08-06). Coverage runs quotes, option chains, price history, fundamentals, news and sentiment, earnings calendars and insider filings; then indicators (RSI, MACD, Bollinger, SMA/EMA, ATR, ADX), Greeks, spread analysis and risk metrics (Sharpe, VaR, Piotroski F-score); then scanners for bullish trend, PMCC candidates and unusual options activity; then Interactive Brokers portfolio reads and PDF report generation.

Data comes from Yahoo Finance (free, roughly 15 minutes delayed), optionally the Massive API (ex-Polygon) for institutional options flow, and IB’s TWS/Gateway for live portfolio state. Python 3.12 and uv. There is also an MCP server variant exposing 32 tools, which the README says runs on the free Claude tier — the skills version wants Claude Code or Cursor.

The second skillpack, and what it does to the first reading

superior-skills gave this spoke agent-deployed-trading, and that page drew a commercial conclusion from a single case: publish an open skills pack, keep the backtester, the data and the execution behind an API key, and the pack becomes a customer-acquisition channel. This repo is the control case that claim needed. It is also MIT, also an agent-skills pack for trading, and there is no platform behind it — Yahoo is free, IB is the user’s own brokerage account, and the one paid dependency (Massive, for whale-hunting) is optional and is not the author’s product. Nobody earns when you deploy.

So the customer-acquisition shape is one arrangement rather than the pattern, and the honest revision is narrower: an open trading skillpack tells you nothing about incentives until you ask what it needs a key for. Ask that of these two and you get opposite answers.

No performance claims, because there is nothing to claim them with

The sharper contrast is about evidence. superior-skills labelled a strategy “validated” on six trades, which is the specimen backtest-overfitting and chan-algorithmic-trading had just prepared the spoke to recognise. This repo makes no performance claim at all — and the reason is structural, not modest. It has no backtester and no strategies. It computes indicators, screens for setups, and prices Greeks; whether a PMCC screen has ever made money is not a question the repository is arranged to answer.

That removes the failure mode superior-skills demonstrated and installs a different one. The draft → backtest → review → deploy pipeline that Superior at least advertised is absent here, so the chain runs data → indicator → the trader’s judgement → optionally an order. Nothing in the repository sits between a scanner hit and a position. A screen that surfaces candidates without a validation layer is the backtesting problem relocated rather than solved: instead of a backtest nobody can audit, there is no backtest, and the agent’s fluency about RSI and Greeks is doing the persuading.

Where the human check actually sits

agent-deployed-trading named the worry that the last human control is an approval prompt. This repo answers it differently and the difference is worth recording precisely: IB access is read-only by default, and order placement requires switching the integration to read-write.

That is a real boundary, and it is not a per-trade one. It converts the human decision into a single configuration change made once, in advance, covering every order that follows. Better than Superior’s custodial “no-key trading” in that the default is safe and the account stays the user’s own; not a substitute for review, because after the switch the approval-prompt question returns unchanged. The spoke’s two observations still apply — a trade has no diff, and a kill switch runs downstream of the mistake.

The delayed-data problem nobody flags

The README’s own caveat, that Yahoo quotes lag ~15 minutes, is stated as a data-freshness footnote and is more than that for this specific application. Greeks, spread analysis and unusual-activity scanning are the parts of options trading most sensitive to current price; delta and gamma computed off a quarter-hour-old underlying describe a position that has moved. For screening and study this is tolerable. The repository does not distinguish the uses, and its most prominent feature list mixes them.

Tier. T3 — a third-party repository’s own README, self-described, with no external review and no measured claims. No explicit risk disclaimer, though it names its audience as retail self-directed traders.

Related

agent-deployed-trading · superior-skills · backtesting · backtest-overfitting · erik-smolinski (the spoke’s other options practitioner, working the same free-data stack by hand) · synthesis · cross-spoke: ../agentic-tooling-wiki owns the skills standard and the packaging