longbridge-correlation
Multi-asset correlation and cointegration analysis via Longbridge Securities — computes Pearson / Spearman return correlation matrix for 2–10 symbols, rolling 60-day correlation, Engle-Granger cointegration (ADF unit root), and spread half-life (AR(1) estimate). Used for portfolio decorrelation and pairs-trading pre-screening. Triggers: "相关性", "协整", "相关系数", "相关矩阵", "滚动相关", "去相关", "多标的相关", "相關性", "協整", "相關係數", "相關矩陣", "滾動相關", "去相關", "correlation", "cointegration", "correlation matrix", "rolling correlation", "Pearson", "Spearman", "decorrelation", "multi-asset correlation", "ADF test", "相关分析",
npx skills add majiayu000/claude-skill-registry --skill longbridge-correlation --agent claude-code
Same command for any agent — swap --agent for codex, cursor, copilot.
Weekly change comes from our own snapshots, not the repository page — it measures attention, not adoption.
# longbridge-correlation Computes pairwise return correlations and cointegration statistics for a basket of 2–10 symbols. Helps identify diversification opportunities, highly correlated pairs (pairs-trading candidates), and portfolio concentration risks. > **Response language**: match the user's input language — Simplified Chinese / Traditional Chinese / English. ## When to use - User supplies 2–10 symbols and asks for correlation analysis, whether two stocks move together, rolling correlation trends, or pairs-trading pre-screening. - Triggers: "AAPL MSFT GOOGL 相关矩阵", "TSLA 和 NVDA 滚动相关", "correlation matrix for my watchlist", "协整检验 700.HK 5.HK". ## Workflow 1. For each symbol, fetch 252 daily candles: `longbridge kline <SYMBOL> --period day --count 252 --format json` 2. Align all series on `time`; drop dates missing in any series. 3. Compute daily log-returns for each symbol. 4. **Pearson correlation matrix**: pairwise Pearson correlation of returns; flag pairs with |ρ| > 0.8 (high) or < 0.2 (low). 5. **Spearman correlation** (rank-based, robust to outliers): compute alongside Pearson for comparison. 6. **Rolling 60-day correlation** for the highest-correlated pair: show trend over
- When to use
- Workflow
- CLI
- Output
- Error handling
- MCP fallback
- Related skills
- File layout
longbridge kline --help Repeat for each symbol (2–10) longbridge kline <SYMBOL> --period day --count 252 --format json
What does the longbridge-correlation skill do?
Multi-asset correlation and cointegration analysis via Longbridge Securities — computes Pearson / Spearman return correlation matrix for 2–10 symbols, rolling 60-day correlation, Engle-Granger cointegration (ADF unit root), and spread half-life (AR(1) estimate). Used for portfolio decorrelation and pairs-trading pre-screening. Triggers: "相关性", "协整", "相关系数", "相关矩阵", "滚动相关", "去相关", "多标的相关", "相關性", "協整", "相關係數", "相關矩陣", "滾動相關", "去相關", "correlation", "cointegration", "correlation matrix", "rolling correlation", "Pearson", "Spearman", "decorrelation", "multi-asset correlation", "ADF test", "相关分析",
How do I install it?
Run `npx skills add majiayu000/claude-skill-registry --skill longbridge-correlation --agent claude-code` — it drops the skill into your project so the agent can pick it up. Swap the --agent value for codex, cursor or copilot if you use one of those.
Where does this skill come from?
From majiayu000/claude-skill-registry, a repository with 534 stars. We read it straight from the repository tree rather than a submitted listing, so what you see here is what is actually published.
Is a popular skill a good skill?
Not necessarily. Stars measure attention, not adoption — a repository can trend for a week and be abandoned. That is why we show the weekly change from our own snapshots next to the total, instead of a single flattering number.