dispersion-correlation-arbitrage
CommunityArbitrage workflows for quant research.
Finance & Accounting#risk management#quantitative finance#trading strategies#arbitrage#model calibration#hedge slippage
AuthorGhostOf0days
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill streamlines the process of executing dispersion correlation arbitrage workflows, ensuring reproducible research, explicit controls, and deployable outputs for quantitative finance.
Core Features & Use Cases
- Model Calibration: Calibrate model parameters with reproducible and versioned routines.
- Risk Assessment: Measure pricing error, greek drift, and stress outcomes under various market shocks.
- Use Case: Use this skill to analyze and control for hedge slippage and convergence uncertainty in relative-value trading strategies.
Quick Start
Run python scripts/dispersion_correlation_arbitrage_diagnostics.py input.csv --output diagnostics.json and keep the json artifact.
Dependency Matrix
Required Modules
pandasargparsejson
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: dispersion-correlation-arbitrage Download link: https://github.com/GhostOf0days/codex-quant-skills/archive/main.zip#dispersion-correlation-arbitrage Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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