home/categories/finance-investment/hkuds-vibe-trading-agent-src-skills-correlation-analysis-skill-md
finance-investmentbusiness
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
maintainer
HKUDS
Updated 4/9/2026
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quick start
Installation and usage
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
Installation
$ install --globalskills.sh
Usage
Once installed, you can use this skill by running the following command in your terminal:
skills use correlation-analysis