convertible-bond-arbitrage-data-requirements SKILL.md skillA
convertible-bond-arbitrage-data-requirements from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/convertible-bond-arbitrage-data-requirements@v1.1.0Pins v1.1.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/convertible-bond-arbitrage-data-requirements/SKILL.md- Versions recorded
- 5
- Latest version
- v1.1.0, committed Sep 4, 2026
- First version recorded
- Jul 30, 2026
- Size
- 8,297 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when defining the data contract for a convertible bond arbitrage strategy and computing the screening metrics on top of it: parity, conversion premium, bond floor from the issuer credit spread, delta hedge size and net carry.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use Use this skill when defining the **data contract** for a Convertible Bond (CB) arbitrage strategy, or when computing the screening metrics that sit on top of it: parity, conversion premium, bond floor, delta hedge size, and net carry. CB arbitrage buys a convertible (a hybrid of straight debt plus an equity conversion option) and shorts the underlying equity to isolate cheap implied volatility, carry, or credit mispricing while holding the package delta-neutral. ## When NOT to Use - **As a convertible pricing model.** Delta and implied volatility are *inputs* here. Producing them requires a CB model (binomial / Tsiveriotis-Fernandes style) that handles credit-risky conversion, issuer calls, puts and soft-call triggers. This module deliberately does not implement one. - **For busted (credit-like) converts.** When parity sits far below the bond floor, the position is a credit trade, not a volatility trade; the screening logic flags this case and refuses to call it attractive. - **For live order routing.** The short leg has its own regulatory and borrow-side obligations that this module does not enforce — see Related Skills. ## Prerequisites …
Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/convertible-bond-arbitrage-data-requirements@sha256:56eee456089fb108The line at the top of this page pins the label v1.1.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_v3k2unbg7vsqhaod)
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Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 4, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.1.0 latest | 2026-09-04 | 48bcc05 | 8,297 B | A | view · diff |
| v1.1.0 | 2026-09-03 | 8527a51 | 8,296 B | A | view · diff |
| v1.1.0 | 2026-08-22 | 3ed130d | 8,338 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,333 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,331 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (8297 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_v3k2unbg7vsqhaod GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/convertible-bond-arbitrage-data-requirements GET https://markdownregistry.com/api/v1/blob/56eee456089fb1089773c1bfae77f24314d948d450494bbc397f0554b2621d0f
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.