khalid naami

Leverages the official Bybit V5 Market API to ingest crypto options contracts for BTC, ETH, and SOL. Key Capabilities: Detailed options ticker data including Delta, Gamma, Vega, Theta, Mark IV, and 24h trading statistics. High-resolution Bybit Klines candlesticks.

Production-ready serverless Apify Actor providing automated COT scraping, pandas data normalization, and weekly institutional orderflow rankings.

Real-time psychological market indices, Stock & Crypto Fear & Greed gauges, CBOE Put/Call ratios, VIX term curve indicators, cross-asset correlation matrices, and stablecoin market cap liquidity flows.

Federal Reserve FOMC meeting schedules, Fed Funds target rate history, CME FedWatch implied probabilities, decision-day multi-asset price reactions, Fed statement NLP text extraction, and Fed Net Liquidity balance sheet tracking.

Calculates Federal Reserve Net Liquidity (WALCL - RRP - TGA), weekly Wednesday liquidity overlays on risk assets (SPY, BTC, QQQ, GLD), Pearson statistical correlations, and global macroeconomic cycle indicators from FRED.

Apify Actor for real-time global maritime traffic & supply chain intelligence: IMF/UN PortWatch satellite transits, AIS fleet telemetry, 2026 UK naval security attack ledgers (UKMTO & Ambrey London), IMO vessel registries, and marine bunker freight rerouting simulations.

Quantitative options implied probability engine: Black-Scholes risk-neutral density, Breeden-Litzenberger PDF/CDF curves, 16Delta (1-Sigma, 68% CI) & 30Delta probability strikes, straddle implied move ranges, and 13-tier target probability matrices.

Quantitative options volatility suite: ATM Implied Volatility, 30D Realized Volatility, 52W IV Rank/Percentile, Variance Risk Premium (VRP), Volatility Smile, Term Structure (Contango/Backwardation), Skew & Kurtosis.

Institutional quantitative risk analytics for Stocks, ETFs, Crypto, Forex, and Indices: Annualized Sharpe & Sortino ratios, Maximum Drawdown depth and recovery timelines, 1-year rolling Sharpe series, return skewness/kurtosis, and Value at Risk (VaR / CVaR).

- Integrated multi-source market data engine Yahoo Finance, Stooq 100Y, and FRED direct macro scraper without API key - Implemented multi-period cumulative seasonal trajectories 5Y, 10Y, 15Y, 20Y, All-time - Added monthly return matrix Day-of-Week win rates and quarterly probability distributions.

Serverless Apify Actor & REST API for Stock Earnings Intelligence, Options Implied Moves (ATM Straddle), Historical Gap-Fill Rates, Post-Earnings Price Drift, and Valuation Multiples across US Equities (Mag 7 by default).

Detects multi-year macro market cycles (18Y Stock, 16Y Commodity, 4Y Halving, 8Y FX), FFT spectral harmonics, historical analog fractal projections, and SARIMA turning points across multi-asset classes.

Connects directly to Binance European Options EAPI (/eapi/v1) for crypto options (BTCUSDT, ETHUSDT, BNBUSDT). Key Capabilities: Complete strike-level data with Mark IV, Bid/Ask prices, Delta, Gamma, Vega, and Theta. Underlying Binance spot Klines candlestick history.

Analyzes CME Futures Options and QuikStrike volatility surfaces across Commodities (Crude Oil, Gold), Equity Index Futures (E-mini S&P 500, Nasdaq), Treasury Bonds, and FX Futures. Key Capabilities: Volatility smile and term structure modeling across contract expirations.