advanced-math-trading/information-causal

Community

Information theory for causal signals.

Authorkeith-mvs
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill explores information theory, causal inference, and Bayesian conditioning for trading signals.

Core Features & Use Cases

  • Mutual Information & Transfer Entropy: Feature relevance for signals
  • Causal Validation: Granger-causality and DAG-based checks
  • Bayesian Conditioning: Update beliefs with new data

Quick Start

Example: "Assess MI between price and a candidate indicator and perform a basic causal test."

Dependency Matrix

Required Modules

numpypandasscipy

Components

scriptsreferences

💻 Claude Code Installation

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Please help me install this Skill:
Name: advanced-math-trading/information-causal
Download link: https://github.com/keith-mvs/ordinis/archive/main.zip#advanced-math-trading-information-causal

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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