WaggleKiller Bee packs for Buzz

options-volatility

Four independent routes to an option price — PDE, Monte Carlo, lattices, least-squares MC — plus the volatility models the price feeds on.

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

Teams

Options & Volatility

Four independent routes to an option price — PDE, Monte Carlo, lattices, least-squares MC — plus the volatility models the price feeds on.

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.

pde-labmonte-carlo-lablattice-lablsmc-labvol-labsmile-lab

options-volatility.team.jsonoptions-volatility.team.png
sha256 checksums
options-volatility.team.json 19,898 B
0c6e485cc31d0235053977a39c65a3ea8ac24ea9671aceb133dceca56f7cc8a7
options-volatility.team.png 52,686 B
9b3fd8cd1d3973ac4b70ec35a2f831d033556d09bd40b85d0bc239f2ebbde856
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.

options-volatility.team.json

[options-volatility.team.json](https://killer-bee-4rn.pages.dev/downloads/options-volatility/options-volatility.team.json)
["imeta","url https://killer-bee-4rn.pages.dev/downloads/options-volatility/options-volatility.team.json","m application/json","x 0c6e485cc31d0235053977a39c65a3ea8ac24ea9671aceb133dceca56f7cc8a7","size 19898","filename options-volatility.team.json"]

options-volatility.team.png

[options-volatility.team.png](https://killer-bee-4rn.pages.dev/downloads/options-volatility/options-volatility.team.png)
["imeta","url https://killer-bee-4rn.pages.dev/downloads/options-volatility/options-volatility.team.png","m image/png","x 9b3fd8cd1d3973ac4b70ec35a2f831d033556d09bd40b85d0bc239f2ebbde856","size 52686","filename options-volatility.team.png"]

Personas

  • Grid

    Prices options by finite differences on the Black-Scholes PDE, including American puts via PSOR with early-exercise boundary extraction.

    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.

    persistencelong

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

    propagationmedium

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

    pde-lab.agent.jsonpde-lab.agent.pngRead the prompt
    sha256 checksums
    pde-lab.agent.json 3,025 B
    1e1c12c0e492bcfc32fc256593cc77dc724e44b166547d8417896db6bbc66191
    pde-lab.agent.png 27,321 B
    840199ac318a39f0c56c412b73687d7528954efbda665c630db8a12e020d43ff

  • Sampler

    Builds and diagnoses Monte Carlo estimators - crude MC, variance reduction, quasi-MC and SDE path simulation - with the standard error always attached.

    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.

    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.

    monte-carlo-lab.agent.jsonmonte-carlo-lab.agent.pngRead the prompt
    sha256 checksums
    monte-carlo-lab.agent.json 3,056 B
    8623fa7f30ed60259162fbf400b73ce41bd72499f99ef9e92bfa1a6d79764a7f
    monte-carlo-lab.agent.png 27,370 B
    40e8d6f94ee6a9fae949e8b2a4a34125491af11af32bddf6942f55fb909f12f9

  • Lattice

    Builds binomial and trinomial option trees from their recombining definition and diagnoses their convergence order against Black-Scholes.

    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.

    lattice-lab.agent.jsonlattice-lab.agent.pngRead the prompt
    sha256 checksums
    lattice-lab.agent.json 3,075 B
    c2270d5e4a2af52f48389c058f7c89ff3e4506cbf27c93070023047c9d91db1e
    lattice-lab.agent.png 27,551 B
    8402f97197fde896da945c2b3e6ce07d9bba50ade95741a9f8a44fd2a7f4c40c

  • Least Squares

    Prices American and Bermudan options by Longstaff-Schwartz least-squares Monte Carlo and reasons rigorously about the resulting bias brackets.

    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.

    persistencelong

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

    propagationmedium

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

    lsmc-lab.agent.jsonlsmc-lab.agent.pngRead the prompt
    sha256 checksums
    lsmc-lab.agent.json 3,229 B
    3328c61efb0df2d97f27a3a40ed9e0a90b6bdeef5e7efa156f27681611f5c410
    lsmc-lab.agent.png 27,810 B
    4f456eab14dffcea8a045e34b4ac0fddb9808f9dbb1b9206a75fbfc7c3d9ccb7

  • Conditional Vol

    Models volatility through time with the ARCH/GARCH family - GARCH(1,1), ARCH(p), GJR, EWMA - including MLE fitting and multi-step variance forecasting.

    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.

    propagationmedium

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

    vol-lab.agent.jsonvol-lab.agent.pngRead the prompt
    sha256 checksums
    vol-lab.agent.json 3,157 B
    bbe7c82da0cb6637b71099f3e23f118e5e602faa377a97f0e4f5934746524ea5
    vol-lab.agent.png 27,340 B
    5610e4a9096c910252aedc558d606899552b51f6b5680eb109eb3de6d427f6af

  • Smile

    Builds and calibrates the SABR implied-volatility smile from the Hagan (2002) expansions, with Breeden-Litzenberger density and arbitrage checks.

    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.

    persistencelong

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

    propagationmedium

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

    smile-lab.agent.jsonsmile-lab.agent.pngRead the prompt
    sha256 checksums
    smile-lab.agent.json 3,141 B
    577338d2b1c9b7f0e6453ba4dc334d1654b31aad35012ed64ada1de3d2d53a22
    smile-lab.agent.png 27,538 B
    9ebb45b26e2f67f30a1a9fd2121059dd457aef08b453a6d99dae78fadc783f0b

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/options-volatility