kalman-filters
CommunityAdaptive state-space estimates for finance.
Finance & Accounting#finance#state-space#kalman#online-estimation#pairs-trading#hedge-ratio#beta-estimation
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 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: 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.
Agent Skills Search Helper
Install a tiny helper to your Agent, search and equip skill from 471,000+ vetted skills library on demand.