kalman-filters

Community

Adaptive state-space estimates for finance.

Authorbrainbytes-dev
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Kalman filters provide adaptive, state-space based estimation of evolving relationships in financial data, enabling dynamic beta/hedge ratio estimation and latent factor tracking to improve signal stability.

Core Features & Use Cases

  • Dynamic Beta Estimation
  • Pairs Trading with Adaptive Hedge
  • State-Space Modeling for latent factors and trend extraction

Quick Start

Initialize a Kalman filter with a basic random-walk state and apply it to estimate dynamic beta and hedge ratios in your price series.

Dependency Matrix

Required Modules

None required

Components

Standard package

💻 Claude Code Installation

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Please help me install this Skill:
Name: kalman-filters
Download link: https://github.com/brainbytes-dev/everything-claude-trading/archive/main.zip#kalman-filters

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