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correlation-analysis

Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation

HKUDS
maintainer
HKUDS
Actualizado 4/9/2026
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Forks
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quick start

Installation and usage

Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation

Instalación
$ install --globalskills.sh
Uso

Después de instalarlo, puedes usar este skill ejecutando el siguiente comando en tu terminal:

skills use correlation-analysis