correlation-regime-switcher
CommunityAdaptive regime switching for correlated markets.
Data & Analytics#risk-management#algorithmic-trading#market-analysis#correlation#portfolio-optimization#regime-switching#pair-correlation
Authormahmoud20138
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This skill helps traders automatically adjust strategy allocations as asset correlations evolve, reducing manual monitoring and the risk of sticking to outdated assumptions.
Core Features & Use Cases
- Dynamic regime detection across normal, correlation_spike, decorrelation, and breakdown states
- Recommended strategy sets per regime with transition signaling for automated switching
- Compatible with multi-asset portfolios and market-context classifiers to improve diversification and risk management
Quick Start
Feed the current cross-asset correlation matrix to obtain the regime and suggested strategies.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: correlation-regime-switcher Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#correlation-regime-switcher Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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