AI options flow scanner for systematic trading — open source Claude Code skill (XLI P/C hit 5.32) #55
tellmefrankie
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Hey awesome-systematic-trading community,
Sharing an open source project that fits right in here: AI-powered options flow analysis as a systematic signal source.
AI Investment Skills:
Why this matters for systematic traders:
Raw P/C ratios are unreliable signals. XLI P/C hit 5.32 (normal: 0.5–1.2). Volume decomposition: 98% of call volume was $0.01 CEG lottery tickets — zero institutional positioning signal. Adjusted P/C: "extremely bearish." Raw P/C: "neutral." A systematic strategy using raw P/C would have the wrong prior.
Open source:
→ https://github.com/tellmefrankie/ai-investment-skills
The volume quality filter is the novel contribution. Happy to discuss the methodology or suggest this for the awesome list if it's a fit.
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