statistics-timeseries

Community

Stats-driven time-series insights for trading.

Authormahmoud20138
Version1.0.0
Installs0

System Documentation

What problem does it solve?

Financial time-series and statistics require rigorous analysis; this skill provides framework and methods to analyze regimes, volatility, and relationships for trading.

Core Features & Use Cases

  • Descriptive statistics and distribution analysis for returns.
  • Time-series stationarity checks (ADF, KPSS) and unit-root diagnostics.
  • ARIMA/GARCH modeling, volatility forecasting, and regression/factor models.
  • Use cases: regime detection, risk metrics, backtesting baselines for trading strategies.

Quick Start

Analyze a price series to identify regime changes and forecast volatility using the included methods.

Dependency Matrix

Required Modules

None required

Components

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: statistics-timeseries
Download link: https://github.com/mahmoud20138/Tradecraft/archive/main.zip#statistics-timeseries

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