Individual skill
correlation-analysis
Cross-asset correlation analysis including rolling correlation, hierarchical clustering, tail dependence, and regime-dependent correlation
skills/correlation-analysis/SKILL.md
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# Correlation Analysis
Cross-asset correlation analysis for diversification assessment, risk management, pairs trading signal generation, and portfolio construction.
## Why Correlation Matters
Correlation measures how assets move together. In crypto markets this is critical for:
- **Diversification**: holding correlated assets provides no diversification benefit — you are effectively holding one concentrated position
- **Risk management**: portfolio risk depends on the correlation structure, not just individual asset volatility
- **Pairs trading**: highly correlated assets that temporarily diverge create mean-reversion opportunities
- **Portfolio construction**: optimal allocation requires accurate correlation estimates
- **Crash protection**: understanding tail dependence reveals whether assets crash together
