AI AGENT ADDONS

This skill helps traders and analysts understand bond futures. It finds the bond futures basis by pricing futures contracts. It also identifies the cheapest-to-deliver bond from the delivery basket. You can compare results with yield curves to see if futures are rich or cheap. The analysis shows the value of the delivery option and points to basis trading opportunities.

Financial professionals use it to compute gross basis, net basis, and implied repo rates. It combines cash bond data, futures pricing, and historical tracking. This makes complex analysis simple and easy to follow.

Add Bond Futures Basis skill to your workflow

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mkdir -p ~/.claude/skills/bond-futures-basis

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mkdir -p .claude/skills/bond-futures-basis

Source Repository

Stars
32,698
Forks
4,746
Watchers
32,698
License
Apache-2.0
Last Push
25 days ago
Created
4 months ago