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correlation-check

Generate correlation matrices and detect drift for financial positions.

Updated Aug 27, 2026
Search Tags:#risk management#portfolio analysis#correlation#strategy analytics#factor analysis#financial monitoring
One-click install
npx skills add https://github.com/maminul007/trading-platform --skill correlation-check
Or copy as Structured Prompt for Agent▼
Please help me install this Agent Skill.
Skill: correlation-check
Source: https://github.com/maminul007/trading-platform/tree/main/.claude/skills/correlation-check
Command: npx skills add https://github.com/maminul007/trading-platform --skill correlation-check

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill helps identify and manage potentially risky correlations between different financial assets, strategies, or market factors, preventing over-concentration and improving portfolio diversification.

Core Features & Use Cases

  • Correlation Analysis: Generates correlation matrices for positions, strategies, and factors.
  • Drift Detection: Identifies significant changes in historical correlations.
  • Threshold Monitoring: Alerts users when correlations exceed predefined warning or critical levels.
  • Use Case: A portfolio manager can use this skill to quickly assess if their top stock holdings have become too highly correlated, suggesting a need for rebalancing to reduce risk.

Quick Start

Run the correlation-check skill to get a full correlation analysis report.

Frequently Asked Questions about correlation-check

High-intent search queries and answers about installing and using this skill.

FAQPage Schema
How do I monitor correlation drift between financial positions over time?▼

Generate a correlation matrix to analyze relationships between financial positions, trading strategies, and market factors. This identifies risks of over-concentration and highlights opportunities for portfolio diversification.

How do I set up threshold alerts for portfolio correlation breaches?▼

Detect correlation drift by tracking historical correlation changes over time between financial assets and market factors. This identifies significant shifts in relationships, preventing over-concentration and improving portfolio diversification.

Can I use Python scripts for factor analysis and correlation calculations?▼

Yes, this skill requires Python scripts to perform correlation calculations and generate data visualizations. It supports factor analysis by computing correlation matrices for trading strategies and market factors.

What is the best way to detect over-concentration in a stock portfolio?▼

The best way to detect over-concentration is to generate a correlation matrix for your top stock holdings. This reveals highly correlated assets, suggesting a need for rebalancing to reduce portfolio risk.

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