Expand model tag support: add GLM-5.1, simplify Anthropic IDs, scan tags anywhere in message

- Flink update_bars debouncing
- update_bars subscription idempotency bugfix
- Price decimal correction bugfix of previous commit
- Add GLM-5.1 model tag alongside renamed GLM-5
- Use short Anthropic model IDs (sonnet/haiku/opus) instead of full version strings
- Allow @tags anywhere in message content, not just at start
- Return hasOtherContent flag instead of trimmed rest string
- Only trigger greeting stream when tag has no other content
- Update workspace knowledge base references to platform/workspace and platform/shapes
- Hierarchical knowledge base catalog
- 151 Trading Strategies knowledge base articles
- Shapes knowledge base article
- MutateShapes tool instead of workspace patch

gateway/knowledge/trading/strategies/fixed-income/dollar-duration-neutral-butterfly.md

@@ -0,0 +1,44 @@
+---
+description: "A dollar-duration-neutral butterfly combines a long barbell (short T_1 and long T_3 maturities) with a short bullet (intermediate T_2) at zero net cost, immunizing against parallel yield curve shifts to profit from yield curve curvature changes."
+tags: [fixed-income, butterfly, duration-neutral, yield-curve, curvature]
+---
+
+# Dollar-Duration-Neutral Butterfly
+
+**Section**: 5.6 | **Asset Class**: Fixed Income | **Type**: Yield Curve / Curvature
+
+## Overview
+The dollar-duration-neutral butterfly is a zero-cost combination of a long barbell (long T_1 and T_3 maturity bonds) and a short bullet (short the T_2 intermediate maturity bond), where T_1 < T_2 < T_3. Both zero cost (dollar neutrality) and dollar-duration neutrality conditions are imposed, immunizing the portfolio against parallel yield curve shifts. The strategy profits from changes in yield curve curvature.
+
+## Construction / Mechanics
+Let P_1, P_2, P_3 be the dollar amounts invested in the three bonds, and D_1, D_2, D_3 their modified durations.
+
+**Zero-cost** (dollar neutrality): the long barbell finances the short bullet position:
+```
+P_1 + P_3 = P_2                                                      (404)
+```
+
+**Dollar-duration neutrality** (parallel shift immunity):
+```
+P_1·D_1 + P_3·D_3 = P_2·D_2                                         (405)
+```
+
+These two equations determine P_1 and P_3 given P_2.
+
+## Payoff / Return Profile
+- Profits when the yield curve becomes more curved (humped): the intermediate yield rises relative to the wings, or the wings fall relative to the body.
+- Immune to small parallel shifts in the yield curve (both level and dollar-duration matched).
+- Exposed to changes in the slope and curvature of the yield curve.
+
+## Key Parameters / Signals
+- T_1 (short wing), T_2 (body), T_3 (long wing): the three maturities; T_1 < T_2 < T_3
+- D_1, D_2, D_3: modified durations of the three bonds
+- P_2: the reference position size (determines P_1 and P_3 via the two constraints)
+
+## Variations
+- See also: fifty-fifty butterfly (5.7) and regression-weighted butterfly (5.8), which relax the zero-cost condition.
+
+## Notes
+- Dollar-duration neutrality (Eq. 405) protects against parallel shifts only; non-parallel changes in slope or curvature can still generate losses or gains.
+- The zero-cost constraint (Eq. 404) means no initial capital is required, making it attractive as an overlay strategy.
+- In practice, bid-ask spreads, financing costs, and liquidity differences across maturities affect profitability.