home/categories/finance-investment/hkuds-vibe-trading-agent-src-skills-correlation-analysis-skill-md
finance-investmentbusiness
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
更新于 4/9/2026
星标
888
分支
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
安装
$ install --globalskills.sh
使用
安装后，您可以通过在终端运行以下命令来使用此技能：
skills use correlation-analysis