home/categories/finance-investment/hkuds-vibe-trading-agent-src-skills-correlation-analysis-skill-md
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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
maintainer
HKUDS
Mis à jour 4/9/2026
Étoiles
888
Forks
177
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
Installation
$ install --globalskills.sh
Utilisation
Après l'installation, vous pouvez utiliser ce skill en exécutant la commande suivante dans votre terminal :
skills use correlation-analysis