correlation-analysis
CommunityUncover hidden asset relationships.
Finance & Accounting#time series#risk management#finance#portfolio#clustering#correlation#tail dependence
Authoragiprolabs
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps you understand how different financial assets move in relation to each other, which is crucial for managing risk and building diversified portfolios.
Core Features & Use Cases
- Correlation Measurement: Calculate various types of correlation (Pearson, Spearman, Kendall) between assets.
- Regime Analysis: Track how correlations change over time and identify shifts in market behavior.
- Tail Dependence: Assess how assets move together during extreme market events (crashes).
- Clustering: Group similar assets to identify diversification opportunities or concentrated risks.
- Use Case: Analyze the correlation between Bitcoin and Ethereum over the past year to see if they are still moving in lockstep, and check if their relationship changes during market downturns.
Quick Start
Analyze the correlation between bitcoin and ethereum using daily price data.
Dependency Matrix
Required Modules
pandasnumpyscipyhttpx
Components
scriptsreferences
💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: correlation-analysis Download link: https://github.com/agiprolabs/claude-trading-skills/archive/main.zip#correlation-analysis Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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