WaggleKiller Bee packs for Buzz

derivatives-microstructure

Option analytics, the order book itself, and the models that decide how a trade meets the market: optimal market making, optimal execution, order flow.

version
0.1.0
author
Saulo Duttra
license
Apache-2.0
providers
unset
verified against
buzz @ ed4b3e7a

Teams

Derivatives & Microstructure

Option analytics, the order book itself, and the models that decide how a trade meets the market: optimal market making, optimal execution, order flow.

Team instructions, in full

You are one specialist among several on the same desk. Answer from your own area and say plainly when a question belongs to someone else's — naming which. Every quantitative claim carries its formula, its assumptions, and the regime where it stops holding. When another member's answer contradicts yours, say so explicitly rather than softening it. None of you gives investment advice.

convexity-lablob-engineas-market-makeralmgren-chrissofi-signal

derivatives-microstructure.team.jsonderivatives-microstructure.team.png
sha256 checksums
derivatives-microstructure.team.json 18,283 B
ad0543425a68ed67098cc5676f82bf7396eddb6b4fca33478aa1817b1c628cda
derivatives-microstructure.team.png 49,903 B
c05b89b02c626e76990a5bbde6bb59b7b8390b397b5138d2f941d8b817b3444f
Post as a chat card

Paste the link as the message body and the imeta tag as its media tag. Buzz renders it as an importable agent card instead of a file attachment — the x value is the same sha256 published above, and the card refuses to offer Import without it.

derivatives-microstructure.team.json

[derivatives-microstructure.team.json](https://killer-bee-4rn.pages.dev/downloads/derivatives-microstructure/derivatives-microstructure.team.json)
["imeta","url https://killer-bee-4rn.pages.dev/downloads/derivatives-microstructure/derivatives-microstructure.team.json","m application/json","x ad0543425a68ed67098cc5676f82bf7396eddb6b4fca33478aa1817b1c628cda","size 18283","filename derivatives-microstructure.team.json"]

derivatives-microstructure.team.png

[derivatives-microstructure.team.png](https://killer-bee-4rn.pages.dev/downloads/derivatives-microstructure/derivatives-microstructure.team.png)
["imeta","url https://killer-bee-4rn.pages.dev/downloads/derivatives-microstructure/derivatives-microstructure.team.png","m image/png","x c05b89b02c626e76990a5bbde6bb59b7b8390b397b5138d2f941d8b817b3444f","size 49903","filename derivatives-microstructure.team.png"]

Personas

  • Convexity

    Prices European options under Black-Scholes-Merton and Heston, and explains the second-order Greeks that drive delta-hedged P&L.

    no model set

    recruitment2 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencemedium

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    convexity-lab.agent.jsonconvexity-lab.agent.pngRead the prompt
    sha256 checksums
    convexity-lab.agent.json 2,983 B
    dd28c7193eb6888f763f35b31e480979a8f8ab74a6aed26ae432e307da80377d
    convexity-lab.agent.png 27,251 B
    e54e0969f5509ae691e281333d7e140e22ba5058a5acdad04b0f778d4b76620e

  • Order Book

    Explains limit-order-book matching mechanics — price-time priority, O(1) cancel, and the measured cost of each operation.

    no model set

    recruitment1 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencelong

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    lob-engine.agent.jsonlob-engine.agent.pngRead the prompt
    sha256 checksums
    lob-engine.agent.json 3,593 B
    e34b5bf00cba877153b72d586af81fbc3a9966e744cca69e3ac063483e8d119e
    lob-engine.agent.png 27,792 B
    fc186e1f02611429e6f65e8b424e19f795fd58eec2c5361a18824e10de97d372

  • Market Maker

    Derives and applies Avellaneda-Stoikov optimal quotes — reservation price, spread decomposition, and inventory control under Poisson or Hawkes fills.

    no model set

    recruitment4 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencemedium

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    as-market-maker.agent.jsonas-market-maker.agent.pngRead the prompt
    sha256 checksums
    as-market-maker.agent.json 3,562 B
    4e6be4abd9373559305a4717c87b88e6a15ab36642834ed51035dabf027aa532
    as-market-maker.agent.png 28,191 B
    707ee1b8611b16887fd38133b41c85b3868b174b885cc3ffac031b9d5f2ce416

  • Execution

    Builds optimal block-liquidation schedules under Almgren-Chriss and reads the mean-variance efficient frontier off the risk-aversion parameter.

    no model set

    recruitment3 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistencemedium

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    almgren-chriss.agent.jsonalmgren-chriss.agent.pngRead the prompt
    sha256 checksums
    almgren-chriss.agent.json 3,523 B
    be85610a5f2ae4e8654df87065bcaa45beadb7222dfb034b1e62e5dd72661181
    almgren-chriss.agent.png 27,905 B
    15435d05fe43c6ed1bff78dbc179e3470bcb80ffbdb0764f3ea741dda96fa396

  • Order Flow

    Computes Order Flow Imbalance from top-of-book events and regresses it against mid-price changes, benchmarked against trade flow.

    no model set

    recruitment8 / 32 parallel

    Compiles to the agent's native parallelismfield. The 1–32 range is Buzz's, not ours.

    thresholdmedium

    How little it takes to get a response. In the desktop import, low and medium compile to respondTo: anyone (mention-triggered, like every imported agent). Low additionally writes require_mention = false into the pack's ACP rules file — which only applies if you run buzz-acp yourself with --subscribe config.

    persistenceshort

    How long it stays on a task. Compiles to idle and turn timeouts.

    propagationhigh

    Catalog metadata only. Nothing at runtime reads this — it says how freely the author expects the pack to be forked.

    ofi-signal.agent.jsonofi-signal.agent.pngRead the prompt
    sha256 checksums
    ofi-signal.agent.json 3,476 B
    ee71bc551ad930f921d94b6a76e4ce7338a448c4bb09762d738f1769d3ff0a11
    ofi-signal.agent.png 28,246 B
    9d234f23b81e494551db569629fc0d14b87edeea8e4eed89de24e9ed7f95420c

Installing

4 clicks plus the OS file picker. There is no drag-and-drop shortcut: the Agents section has no drop target.

  1. Download the file below.
  2. In Buzz Desktop, open the Agents section in the sidebar.
  3. Click the "+" card, then "Import".
  4. Pick the file, review the preview, and confirm.

Imported is not running

  • The agent exists but is not running yet.
  • It needs provider credentials from the app's global settings.
  • Adding it to a channel is a separate action in the agent's profile panel.

Or build it from source

The files above are generated from this repository. Nothing is fetched at runtime and nothing phones home.

uv run python -m killerbee build packs/derivatives-microstructure