quant-math

quant-math

Quantitative math reference for DaxAlgo Terminal's signal/regime work — Ornstein-Uhlenbeck mean-reversion (SDE, half-life, MLE/OLS calibration), linear algebra (correlation/covariance, PCA, Cholesky, EWMA), 3D geometry for Helix cube/surface viz, microstructure stats (VPIN/toxicity, cumulative delta, imbalance, Kyle's lambda), Markov transition matrices, and volatility estimators. Load when a strategy/regime/correlation agent touches the math, so the formula and its numerically-stable form are correct before coding.

Installation

# Copy this command into Claude Code to install this skill
/plugin add https://github.com/dhruuvsharma/DaxAlgo-Terminal/tree/main/.agents/skills/quant-math

About

• Author: dhruuvsharma
• Stars: 12

For more information, visit the GitHub repository.