correlation-check

What problem does it solve?

This Skill helps identify and manage potentially risky correlations between different financial assets, strategies, or market factors, preventing over-concentration and improving portfolio diversification.

Core Features & Use Cases

• Correlation Analysis: Generates correlation matrices for positions, strategies, and factors.
• Drift Detection: Identifies significant changes in historical correlations.
• Threshold Monitoring: Alerts users when correlations exceed predefined warning or critical levels.
• Use Case: A portfolio manager can use this skill to quickly assess if their top stock holdings have become too highly correlated, suggesting a need for rebalancing to reduce risk.

Quick Start

Run the correlation-check skill to get a full correlation analysis report.