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staskh

trading-skills

by staskh

whale_hunting

Detect institutional whale option activity for a given underlying. Combines Yahoo Finance anomalous investment scan with Massive API per-second drill-down to identify unusual trades.

Instructions

Detect institutional whale option activity for a given underlying.

Uses a two-step approach:

  1. Crude scan via Yahoo Finance — finds contracts with anomalous daily investment.

  2. Precise drill-down via Massive API — per-second bars for each candidate.

Requires MASSIVE_API_KEY environment variable for per-second data. Falls back to Yahoo-only daily data if unavailable.

Args: symbol: Underlying ticker (e.g. AAPL, NVDA, SPY) max_months: Max months until expiration to consider (default 2) trading_date: Date to analyze YYYY-MM-DD (default: latest trading day) sigma_z: Modified Z-Score threshold for outlier detection (default 3.5) summary: If True, include per-ticker aggregate summary in result

Input Schema

TableJSON Schema
NameRequiredDescriptionDefault
symbolYes
sigma_zNo
summaryNo
max_monthsNo
trading_dateNo
Behavior4/5

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

With no annotations, the description discloses the underlying mechanism (Yahoo Finance scan followed by Massive API drill-down), environment variable requirement, and fallback to daily data if the API key is unavailable. This gives a good sense of the tool's safety and dependency profile, though it stops short of describing the output structure.

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

Conciseness5/5

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

The description is well-structured: a clear one-liner, a brief process explanation, a requirement note, and a parameter list. Every sentence adds value and is appropriately sized for the tool's complexity.

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?

For a complex analysis tool with no annotations or output schema, the description covers the operation flow, dependencies, and all parameters, but it doesn't explain the return value format beyond the optional summary flag. This is a notable omission but the overall context is fairly complete.

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

Parameters5/5

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

The schema has no descriptions, but the description includes an 'Args' section that explains every parameter: symbol, max_months, trading_date, sigma_z, and summary, including defaults and formats. This fully compensates for the 0% schema coverage.

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 opens with 'Detect institutional whale option activity for a given underlying,' providing a specific verb and resource. The two-step approach further distinguishes it from sibling option tools like option_chain and option_greeks.

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 clearly implies its usage context: identifying unusual institutional option activity, and it specifies prerequisites (MASSIVE_API_KEY) and fallback behavior. However, it doesn't explicitly compare with alternative tools or state when not to use it.

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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