agiprolabs

Jito bundle submission for MEV protection on Solana — bundle building, tip strategies, block engine endpoints, and landing rate optimization

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Kalshi exchange mechanics — RSA-PSS auth, order schema, YES/NO orderbook convention, WebSocket, and endpoint surface. Market-type-agnostic shared layer for all Kalshi skills.

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Kalshi daily and hourly range markets on crypto prices (BTC, ETH) and equity indices (S&P 500, Nasdaq-100) — bracket structure, Gaussian P(YES) modeling on price/vol, close-offset decision timing, longshot-sell edge with honest evidence bounds

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Kelly criterion optimal sizing with fractional variants, edge estimation, and practical application for crypto trading

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Traditional market microstructure concepts applied to crypto — order book dynamics, market making theory, price formation models, execution quality measurement, and CEX vs DEX structural differences

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DEX orderflow analysis, trade classification, buyer/seller pressure, and microstructure signals for Solana tokens

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Mean-reversion strategy tools including Hurst exponent, half-life estimation, z-score signals, ADF testing, and Ornstein-Uhlenbeck modeling

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MEV exposure assessment, sandwich attack detection, and protection strategies for Solana DEX trading

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Market data preparation including OHLCV resampling, gap handling, anomaly detection, normalization, and multi-source merging

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Technical analysis with 130+ indicators using pandas-ta for crypto market data

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Polymarket exchange mechanics — on-chain Polygon CTF, Gamma/CLOB/Data APIs, EIP-712 auth, identifier model, WebSocket, settlement, and geo/KYC constraint

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Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing

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Use when building, backtesting, operating, or scaling automated trading on prediction markets (Kalshi or similar) — evidence-gated methodology, live-execution safety rails, and falsification protocols distilled from a real live-money campaign

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Venue- and market-type-agnostic strategy, sizing, and backtesting layer for binary prediction markets (Kalshi, Polymarket, ForecastEx). Covers the durable edge thesis, fee-aware selection, fractional-Kelly sizing, and leak-free validation methodology.

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PumpFun bonding curve math, graduation mechanics, instruction parsing, and PumpSwap migration

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Portfolio-level risk controls, drawdown management, exposure limits, and circuit breakers for crypto trading

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Market sentiment extraction from social media, news, and on-chain data including mention velocity, fear and greed indices, and influencer tracking

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ML trading signal classifiers using XGBoost and LightGBM with walk-forward validation, SHAP feature importance, and threshold optimization

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Solana transaction construction including instruction building, account resolution, compute budget, priority fees, and versioned transactions

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Solana token data, PnL, risk scores, 1-second OHLCV, wallet analytics, and self-hosted swap execution via Raptor

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Enhanced Solana RPC with DAS API, parsed transactions, webhooks, and priority fee estimation via Helius

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DEX liquidity depth assessment, slippage estimation, and pool composition analysis for Solana tokens

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[STUB] Regulatory report generation including IRS Form 8949, Schedule D, FinCEN FBAR, and state-specific crypto reporting requirements

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Execution cost estimation, slippage curve modeling, and optimal trade sizing based on AMM liquidity depth

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