Individual skill
correlation-analysis
Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation
agent/src/skills/correlation-analysis/SKILL.md
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- backtesting Repository topic
- multi-agent Repository topic
- quantitative-finance Repository topic
- trading Repository topic
- ai-agent Repository topic
- algorithmic-trading Repository topic
- fintech Repository topic
- llm Repository topic
- mcp Repository topic
- python Repository topic
- engineering Derived category
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# Correlation and Cointegration Analysis
## Overview
Correlation analysis is a foundational tool for pairs trading, portfolio construction, and risk management. This skill covers four analysis modes (co-movement discovery / return-correlation deep dive / sector clustering / realized correlation), a full cointegration-testing framework, cross-market linkage analysis, and the complete workflow from analytics to pair-trading signals.
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## Mode 1: Co-Movement Discovery
**Use case**: Given a target asset, scan a universe for highly correlated assets and build a candidate pool with similar industry or factor exposure, for use in pairs trading or substitute identification.
### Workflow
