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Master memory forensics techniques including memory acquisition, process analysis, and artifact extraction using Volatility and related tools. Use when analyzing memory dumps, investigating incidents, or performing malware analysis from RAM captures.
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Fetch live cryptocurrency prices with zero API keys — CoinGecko's public endpoints primary, Coinbase spot fallback, via plain curl. Use when asked what's bitcoin at, ETH price in euros, how's the crypto market today, or price of some altcoin. Produces the current price with 24h context, the source and timestamp, the rerunnable command, and the volatility caveat that crypto answers must carry.
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Run a structural-review debate between two lenses — lowy (volatility-based decomposition) and hickey (structural simplicity) — on the current diff. Each reviews independently, then they cross-examine every finding until they agree per-finding, and the agreed fixes are applied. Use when the user types `/lens-debate`, or asks to "have lowy and hickey review this", "run the lens debate", "debate this diff structurally", or "argue the structure of this PR until the lenses agree".
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The Balanced Coupling model for software design. Use when: designing modular architectures, evaluating coupling between components, reviewing code modularity, deciding whether to split or merge modules/services, assessing integration patterns, classifying coupling as balanced or unbalanced, applying DDD strategic and tactical patterns, reasoning about cohesion vs coupling trade-offs, identifying distributed monolith risks, or explaining why a system is hard to change. Provides the three-dimensional framework (integration strength, distance, volatility) and the balance rule for making coupling decisions.
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Analyze disk images, file systems, and memory captures for digital evidence recovery in forensic investigations and CTF challenges. Use when the user mentions 'disk forensics,' 'forensic analysis,' 'disk image,' 'file carving,' 'deleted files,' 'evidence recovery,' 'timeline analysis,' 'memory forensics,' 'volatility,' 'autopsy,' 'sleuthkit,' 'plaso,' 'log2timeline,' 'artifact analysis,' 'chain of custody,' or needs to examine a forensic image.
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Market regime identification using volatility clustering, trend detection, and statistical methods for adaptive trading
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Trade sizing methods including fixed fractional, volatility-adjusted, Kelly criterion, and liquidity-constrained sizing
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[STUB] Options pricing models including Black-Scholes, binomial trees, Monte Carlo, implied volatility surfaces, and Greeks for crypto options
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Use when reverse-engineering or detecting malware — static triage + capa/YARA-X, emulation/DBI/.NET unpacking, dynamic/fileless/Volatility 3 memory analysis, C2 config extraction (Cobalt Strike/CAPE), C2 traffic detection (JA4+, beaconing)
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Use when responding to or forensically investigating an incident — triage acquisition (Velociraptor/KAPE), Volatility 3 memory forensics, Chainsaw/Hayabusa EVTX timelining, anti-forensics detection, cloud IR, ransomware/ESXi response
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Get option chain data including calls and puts with strikes, bids, asks, volume, open interest, and implied volatility. Use when user asks about options, option prices, calls, puts, or option chain for a specific expiration date.
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Calculate option Greeks (delta, gamma, theta, vega) and implied volatility for specific options. Use when user asks about Greeks, delta, gamma, theta, vega, IV, or option sensitivity analysis.
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Get option chain data from Interactive Brokers for equities, ETFs, and futures (FOP), including calls and puts with strikes, bids, asks, volume, implied volatility, and model Greeks. Use when user asks about options using IBKR data, futures options (NQ/ES/CL/GC...), or needs real-time option quotes from their broker. Requires TWS or IB Gateway running locally.
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Options trading strategy analysis and simulation tool. Provides theoretical pricing using Black-Scholes model, Greeks calculation, strategy P/L simulation, and risk management guidance. Use when user requests options strategy analysis, covered calls, protective puts, spreads, iron condors, earnings plays, or options risk management. Includes volatility analysis, position sizing, and earnings-based strategy recommendations. Educational focus with practical trade simulation.
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Options Strategy Advisor — analyzes implied volatility, IV rank/percentile, expected moves, put/call ratios, max pain, unusual activity, and recommends specific options strategies with risk/reward profiles based on the trader's directional outlook.
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Options price action strategy, volatility-aware entries, options structure selection by market regime, delta and gamma positioning, options overlay on directional views, expiry selection
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position sizing, Kelly criterion, risk budgeting, volatility targeting, portfolio allocation, bet sizing, capital allocation, drawdown management, position management, risk parity sizing
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portfolio hedging, tail risk hedging, options overlay, correlation regime, downside protection, portfolio insurance, risk mitigation strategy, hedge construction, black swan hedging, volatility hedging
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options foundations, Greeks analysis, volatility surface, put call parity, options pricing, delta gamma theta vega rho, Black Scholes, options theory, derivatives basics, options mechanics
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Applies the reasoning, mental models, and capital allocation frameworks of Warren Buffett, CEO of Berkshire Hathaway and value investor. Use this skill whenever the user is evaluating investments, making capital allocation decisions, structuring management and governance, assessing business economics (moats, intrinsic value), navigating market volatility, or making long-term career and partnership choices. Trigger this skill for topics involving value investing, corporate finance, decentralization, and long-term strategic thinking, even if the user doesn't explicitly name Buffett.
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Inspect captured RAM images to enumerate processes, modules, handles, and suspicious in-memory behavior before escalation or evidence handoff.
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Assesses market receptivity for equity issuance with sector sentiment, volatility, and comparable recent offering performance. Use when timing equity offerings, analyzing market windows, or evaluating issuance conditions.
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Constructs multi-factor models with value, momentum, quality, size, and volatility factor definitions and portfolio construction rules. Use when building factor models, designing systematic strategies, or constructing factor portfolios.
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Constructs risk parity allocation with equal risk contribution, leverage optimization, and asset class volatility targeting. Use when building risk parity, equalizing risk contribution, or designing leveraged balanced portfolios.
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