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correlation-crisis

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Navigate tail risk with regime-aware correlations

Data & Analytics#portfolio#stress-testing#risk-management#hedging#correlation#tail-risk#regime
Authormahmoud20138
Version1.0.0
Installs0

System Documentation

What problem does it solve?

This Skill helps quantify and manage tail risk by modeling how asset correlations change across market regimes and by highlighting regime-dependent hedging opportunities.

Core Features & Use Cases

  • Regime-aware correlation analysis: compute separate correlation matrices for calm, mid, high, and crisis regimes.
  • Tail-risk metrics: VaR, CVaR, maximum drawdown, tail ratio to assess extreme events.
  • Stress-testing protocols: simulate regime shifts and evaluate portfolio resilience and hedging effectiveness.

Quick Start

Analyze your portfolio to identify regime-driven diversification gaps and stress-test hedges.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

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Please help me install this Skill:
Name: correlation-crisis
Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#correlation-crisis

Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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