longbridge-volatility-strategy

longbridge-volatility-strategy

Computes 20-day and 60-day historical volatility (HV) for a stock, ranks the current level as a percentile over the trailing year, identifies the vol regime (low / normal / high), and recommends a corresponding options strategy.

Response language: match the user's input language — Simplified Chinese / Traditional Chinese / English.

When to use

• User asks about vol regime, whether volatility is cheap or expensive, or which options strategy suits current conditions.
• Triggers: "波动率策略 TSLA", "NVDA 历史波动率分位", "volatility percentile AAPL", "低波动率买跨式", "high volatility sell straddle".

Workflow

1. Fetch 252 daily candles (≈ 1 year): longbridge kline <SYMBOL> --period day --count 252 --format json
2. Compute daily log-returns: r_t = ln(close_t / close_{t-1})
3. HV20 = annualised std of last 20 returns × √252; HV60 = last 60 returns × √252
4. HV percentile: rank current HV20 among all rolling-20 HV values in the 252-day window
5. Regime:
6. HV percentile < 25% → 历史波动率处于低位区间，Long vega 策略（如跨式/宽跨式）在此环境下具有较低权利金成本 / HV at low percentile — long vega strategies (straddle/strangle) tend to have lower premium cost in this environment
7. HV percentile > 75% → 历史波动率处于高位区间，Short vega 策略（如铁鹰式）在此环境下权利金收入较高 / HV at high percentile — short vega strategies (iron condor) tend to collect higher premium in this environment
8. Otherwise → Neutral — vol is within normal historical range
9. Output the table below and a 2–3 sentence description of the current vol environment

All computation is done by the LLM in Python (inline, no scripts/ needed for simple numpy/pandas math). If the user's environment does not have numpy, approximate HV using the close-to-close Parkinson estimate.

CLI

# Run --help first to confirm flag names
longbridge kline --help

# Fetch 252 daily candles
longbridge kline <SYMBOL> --period day --count 252 --format json

The JSON array returns rows with fields time, open, high, low, close, volume.

Output

| Metric | 简体 | 繁體 | English | |---|---|---|---| | HV20 | 20日历史波动率 | 20日歷史波動率 | 20-day HV | | HV60 | 60日历史波动率 | 60日歷史波動率 | 60-day HV | | HV Percentile | 波动率百分位 | 波動率百分位 | HV Percentile | | Regime | 波动率状态 | 波動率狀態 | Vol Regime | | Signal | 波动率环境参考 | 波動率環境參考 | Vol Environment Reference |

Present results as a compact table followed by a description of the current vol environment and relevant strategy characteristics. Cite data source as Longbridge Securities / 数据来源：长桥证券 / 數據來源：長橋證券.

以上内容仅供参考，不构成投资建议。投资决策请结合自身风险承受能力独立判断。/ The above is for reference only and does not constitute investment advice.

Error handling

| Situation | 简体回复 | 繁體回復 | English reply | |---|---|---|---| | command not found: longbridge | 回退到 MCP 或提示安装 longbridge-terminal | 回退到 MCP 或提示安裝 longbridge-terminal | Fall back to MCP or ask user to install longbridge-terminal | | not logged in / unauthorized | 请运行 longbridge auth login | 請執行 longbridge auth login | Run longbridge auth login | | Insufficient data (< 60 candles) | 数据不足，无法计算60日波动率 | 數據不足，無法計算60日波動率 | Not enough data for HV60 | | Other stderr | 直接显示原始错误 | 直接顯示原始錯誤 | Surface verbatim |

MCP fallback

When the CLI is unavailable, fall back to the MCP server. Discover available tools from the MCP server's tool list at runtime.

Related skills

• longbridge-kline — raw OHLCV fetch
• longbridge-derivatives — options chain for executing the straddle/condor
• longbridge-pairs-trading — mean-reversion companion strategy
• longbridge-correlation — multi-asset vol correlation

File layout

longbridge-volatility-strategy/
└── SKILL.md