Quiver Risk Brain

Event Implied-Move

event_vol

Read-onlyIdempotent

Options-implied expected move around a scheduled event (FOMC/CPI/earnings/etc.). Given spot, ATM implied vol, and days-to-event, returns the 1σ move, the straddle-implied expected ABSOLUTE move (risk-neutral E|ΔS|), and the probability of exceeding move thresholds. Given the vol term structure across the event (ATM IV of the expiry before vs after), it ISOLATES the event's own priced-in move (the Wright event-day technique). Self-checked: the straddle equals a numerical integral of |S_T−S₀|. This is the magnitude that macro calendars (which give only date + impact label) leave out.

Input Schema

TableJSON Schema

Name	Required	Description
`T`	No	years (or daysToEvent)
`spot`	Yes	current spot price
`atmIv`	No	ATM IV as a decimal (alternative to atmIvPct)
`atmIvPct`	No	ATM IV in % (or atmIv decimal)
`daysAfter`	No	days to the after-event expiry
`daysBefore`	No	days to the before-event expiry
`ivAfterPct`	No	ATM IV (%) of the expiry just AFTER the event
`daysToEvent`	No	days until the event
`ivBeforePct`	No	ATM IV (%) of the expiry just BEFORE the event
`thresholdsPct`	No	move thresholds (%) for probability-of-exceeding

Output Schema

TableJSON Schema

Name	Required	Description
`ok`	No	false when the engine rejected the input
`spot`	No	spot the computation is anchored on
`proof`	No	Verifiability envelope: echoed inputs, engine codeHash, contentHash of this exact result, self-checks, EIP-712 signature (EAS-ready). Re-run the open engine on `inputs` to reproduce the result byte-for-byte.
`checks`	No	Ground-truth self-checks; the result is untrustworthy if any fails.
`method`	No	technique + assumptions used
`atmIvPct`	No	ATM IV used (%)
`horizonDays`	No	horizon in days
`expectedMove`	No	1σ move + straddle-implied expected \|ΔS\| (risk-neutral)
`eventIsolation`	No	the event's own priced-in move, isolated from the term structure (when before/after IVs are given)
`probabilityMoveBeyond`	No	probability of exceeding each move threshold

TDQS

A4.5/5.0

Behavior5/5

Does the description disclose side effects, auth requirements, rate limits, or destructive behavior?

Annotations declare readOnlyHint=true, idempotentHint=true, destructiveHint=false, so the tool is safe and non-modifying. The description adds internal details: the straddle is 'self-checked' via numerical integral, and it uses the Wright event-day technique. No contradiction; the description enriches transparency.

Agents need to know what a tool does to the world before calling it. Descriptions should go beyond structured annotations to explain consequences.

Conciseness4/5

Is the description appropriately sized, front-loaded, and free of redundancy?

The description is well-structured and front-loaded with the main purpose. It uses sentences efficiently, though it is slightly lengthy due to technical details. Every sentence adds value, so it earns its place.

Shorter descriptions cost fewer tokens and are easier for agents to parse. Every sentence should earn its place.

Completeness4/5

Given the tool's complexity, does the description cover enough for an agent to succeed on first attempt?

Given the complexity (10 params, output schema present), the description covers the core use cases and key parameters. It does not detail the output schema but that is available separately. The description is complete enough for an agent to select and invoke correctly.

Complex tools with many parameters or behaviors need more documentation. Simple tools need less. This dimension scales expectations accordingly.

Parameters4/5

Does the description clarify parameter syntax, constraints, interactions, or defaults beyond what the schema provides?

Schema description coverage is 100%, so baseline is 3. The description adds meaning by explaining relationships (e.g., 'alternative to atmIvPct', grouping daysBefore/daysAfter with ivBeforePct/ivAfterPct for isolation). It also clarifies that thresholdsPct is for probability-of-exceeding.

Input schemas describe structure but not intent. Descriptions should explain non-obvious parameter relationships and valid value ranges.

Purpose5/5

Does the description clearly state what the tool does and how it differs from similar tools?

The description clearly states the tool computes 'options-implied expected move around a scheduled event' and lists specific outputs (1σ move, straddle-implied move, probability of exceeding thresholds). It distinguishes itself from macros that 'give only date + impact label', clarifying its unique value.

Agents choose between tools based on descriptions. A clear purpose with a specific verb and resource helps agents select the right tool.

Usage Guidelines4/5

Does the description explain when to use this tool, when not to, or what alternatives exist?

The description specifies suitable events (FOMC/CPI/earnings) and what the tool provides that others lack (isolated event move, risk-neutral absolute move). It implies when to use (event analysis) but does not explicitly exclude scenarios where it would be inappropriate. Still clear and helpful.

Agents often have multiple tools that could apply. Explicit usage guidance like "use X instead of Y when Z" prevents misuse.

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TDQS

A4.6/5.0

Disambiguation5/5

Each tool addresses a distinct risk domain (event volatility, execution verification, LP risk, options, perps, portfolio, attestation, sizing, treasury) with no overlap; descriptions are precise and differentiate clearly.

Naming Consistency5/5

All tool names follow a consistent snake_case pattern combining a domain prefix with a verb or metaphor (e.g., _risk, _gate, _verify), making them predictable and easy to parse.

Tool Count5/5

The 9 tools cover a broad range of DeFi risk computations without being excessive; each tool serves a clear, non-redundant purpose within the server's scope.

Completeness5/5

The tool set provides comprehensive coverage for a risk analysis server: event risk, execution quality, LP risk, options and perps greeks, portfolio stress, attestation, sizing, and treasury risk; no obvious gaps for the intended domain.

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