regression

Execute regression workflows for quantitative research with stability diagnostics.

Updated Feb 10, 2026
One-click install
npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill regression-ghostof0days
Or copy as Structured Prompt for Agent
Please help me install this Agent Skill.
Skill: regression
Source: https://github.com/GhostOf0days/codex-quant-skills/tree/main/regression
Command: npx skills add https://github.com/GhostOf0days/codex-quant-skills --skill regression-ghostof0days

SYSTEM DOCUMENTATION & REQUIREMENTS

💡 This Skill requires pandas, argparse, json, and includes scripts (resource) and references (resource) components.

What problem does it solve?

This Skill addresses the need for reliable and reproducible regression analysis in quantitative research, ensuring stability and accuracy from estimation to production.

Core Features & Use Cases

  • Reproducible Estimation: Calibrate parameters with explicit, version-controlled settings.
  • Rigorous Validation: Perform detailed diagnostics on residuals, parameter stability, and numerical convergence.
  • Controlled Deployment: Stress-test models against regime changes and ensure out-of-sample performance before release.
  • Use Case: When analyzing financial time series for feature-target stability, this Skill helps ensure the model's predictive power holds across different market conditions.

Quick Start

Run regression diagnostics on the input data file 'input.csv' and save the results to 'diagnostics.json'.

Frequently Asked Questions about regression

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

FAQPage Schema
How do I validate regression parameter stability across different market regimes?

To validate regression parameter stability across regime changes, you can use this Skill to stress-test models and enforce risk controls for parameter bounds, convergence failures, and drift detection.

How do I run regression diagnostics on a CSV file and save the results?

You can run regression diagnostics by processing an input CSV file with the included scripts, executing parameter estimation and residual structure analysis, then saving the validation results to a JSON file.

Why does my regression model fail out-of-sample fit testing?

Regression out-of-sample fit failures often stem from numerical instability or regime changes; this Skill enforces convergence checks and parameter drift detection to identify and prevent these validation failures.

Can I use pandas for reproducible quantitative research regression workflows?

Yes, this Skill uses pandas to execute reproducible regression workflows for quantitative research, calibrating parameters with explicit, version-controlled settings to ensure accurate estimation.

What's the best way to detect feature-target instability in financial time series data?

The best way to detect feature-target instability is executing regression diagnostics that analyze residual structure and parameter stability, ensuring predictive power holds across varying conditions.

When do I need regression diagnostics with numerical convergence checks?

You need regression diagnostics with numerical convergence checks when deploying quantitative models, ensuring parameter bounds are respected and estimation stability is validated before production release.