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Measure time-varying cross-asset correlation, beta, lead-lag, and spread stationarity. Use when evaluating hedges, common factors, regime breaks, divergences, or convergence hypotheses.
Codex 또는 Claude로 설치 이 Prompt를 복사해 Codex, Claude 또는 다른 어시스턴트에 붙여 넣으면 Skill 페이지를 검토하고 설치를 진행할 수 있습니다.
SOC 직업 분류 기준
Define and test objective candlestick geometry. Use when labeling OHLC patterns, comparing body/wick rules, or evaluating a closed-bar entry with context and cost controls.
Trade within ascending, descending, and horizontal channels. Use when range trading, riding trends with defined boundaries, or finding breakout setups.
Define and test cup-and-handle breakout shapes. Use when measuring a rounded base, handle depth, lip break, retest, invalidation, and measured-move hypothesis without inferring accumulation.
Trade double and triple top/bottom reversal patterns. Use when identifying trend exhaustion, finding reversal entries at key resistance/support, or confirming failed breakouts.
Define and test flag or pennant continuation shapes. Use when measuring an impulse, consolidation, closed-bar break, invalidation, and measured-move hypothesis.
Define and test head-and-shoulders or inverse patterns. Use when measuring objective pivots, neckline breaks/retests, symmetry, invalidation, and measured-move outcomes.
| name | market-correlation-trading |
| description | Measure time-varying cross-asset correlation, beta, lead-lag, and spread stationarity. Use when evaluating hedges, common factors, regime breaks, divergences, or convergence hypotheses. |
| license | Apache-2.0 |
| metadata | {"author":"ske-labs","version":"4.0"} |
Measure time-varying co-movement and test whether a hedge, factor exposure, or stationary spread exists. Divergence can reflect a regime change; correlation alone does not imply convergence, causation, or lead-lag.
| Scenario | Signal |
|---|---|
| BTC rallies but Nasdaq flat/down | BTC overextended, watch for pullback |
| Gold falls but real yields also fall | Gold undervalued, potential buy |
| Oil rises but energy stocks lag | Energy stocks may catch up |
| VIX rises but S&P holds | Hedging without selling, watch for resolution |
Use 20/60 bars only as example windows. Calibrate the windows and breakdown threshold in training data, then report estimates, uncertainty, and observation count.
For every proposed leader/follower pair, state the economic mechanism, data clock, lags tried, common-factor controls, and held-out result. Never copy a fixed lag table into a trade.
| Regime | Correlation Behavior |
|---|---|
| Risk-on (normal) | Traditional correlations hold |
| Risk-off (crisis) | Everything correlates -- stocks, crypto, commodities drop; only USD/treasuries/gold rise |
| Inflation | Stocks and bonds fall together (atypical positive correlation) |
| Deflation | Stocks fall, bonds rise (traditional inverse) |
get_candles(symbol="SPY", exchange=<exchange>, interval="1D", count=250)
get_candles(symbol="QQQ", exchange=<exchange>, interval="1D", count=250)
get_candles(symbol="TLT", exchange=<exchange>, interval="1D", count=250)
get_candles(symbol="GLD", exchange=<exchange>, interval="1D", count=250)
Compare recent performance (1W, 1M, 3M) across correlated pairs.
get_financial_news(topic="correlation stocks bonds regime shift <current year>", max_results=10)
get_economics_calendar(from_date=<start>, to_date=<end>, impact="high")
Determine whether current correlations are driven by Fed policy, inflation, or event-specific factors. High-impact macro events can trigger regime shifts.
Report return definition, windows, estimates/uncertainty, beta/factor exposures, divergence z-score, stationarity result, costs, and hedge, watch, or no trade. Do not call an asset mispriced from correlation alone.