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correlation-analysis

Correlation and cointegration analysis — co-movement discovery, deep return-correlation analysis, sector clustering, realized correlation, Engle-Granger / Johansen cointegration, half-life, Kalman dynamic hedge ratio, cross-market linkage analysis, and pair-trading signal generation

54

Quality

62%

Does it follow best practices?

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SecuritybySnyk

Passed

No findings from the security scan

Fix and improve this skill with Tessl

tessl review fix ./agent/src/skills/correlation-analysis/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

62%

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

The skill is highly actionable with executable code and a clear validated workflow, but it fails progressive disclosure by packing everything into one monolithic file and is somewhat verbose for a skill body.

Suggestions

Split the body into reference files (e.g. references/cointegration.md, references/signals.md, references/visualization.md) and keep SKILL.md as a concise overview that links one level deep.

Move the empirical pattern tables and visualization templates into separate reference files to reduce the main body's token footprint.

Trim prose that restates general finance knowledge Claude already knows (e.g. crisis correlation behavior, cointegration-vs-correlation distinction).

DimensionReasoningScore

Conciseness

The body is heavily code-dense and avoids explaining basic concepts, but at ~1100 lines it is far from lean; some prose restates domain knowledge Claude already knows (e.g. crisis correlation convergence, what cointegration 'measures') and could be tightened.

2 / 3

Actionability

Every section provides complete, executable Python functions with imports, docstrings, and concrete return structures, plus threshold configuration tables — copy-paste ready.

3 / 3

Workflow Clarity

The 'Full Workflow From Correlation to Signal' section sequences five explicit steps with validation checkpoints (p<0.05, half-life ranges, ADF stationarity, monthly re-testing, half-life warning), matching the clear-sequence-with-validation anchor.

3 / 3

Progressive Disclosure

This is a monolithic ~1100-line SKILL.md with all content inline and no bundle files or references directory; the only cross-references point to external repo paths (agent/src/agent/context.py) rather than structured one-level-deep reference files.

1 / 3

Total

9

/

12

Passed

Description

62%

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

The description is richly specific about capabilities and occupies a distinct technical niche, but lacks an explicit 'Use when...' trigger clause and leans on jargon over natural user phrasing.

Suggestions

Add an explicit 'Use when...' clause, e.g. 'Use when analyzing asset co-movement, testing cointegration for pairs trading, or computing hedge ratios and spread signals.'

Add natural user-facing trigger terms like 'correlated stocks', 'pairs trading signals', and 'hedge ratio' alongside the technical method names.

DimensionReasoningScore

Specificity

Lists many concrete actions — 'co-movement discovery', 'Engle-Granger / Johansen cointegration', 'half-life', 'Kalman dynamic hedge ratio', 'pair-trading signal generation' — matching the multiple-specific-actions anchor.

3 / 3

Completeness

It clearly answers 'what does this do' via a long capability list, but there is no 'Use when...' clause or explicit trigger guidance describing when Claude should invoke it, which caps completeness at 2 per the judging guidelines.

2 / 3

Trigger Term Quality

Contains relevant domain terms ('correlation', 'cointegration', 'pair-trading') but lacks common user phrasings like 'correlated stocks', 'hedge ratio', 'pairs trading signal' variations; the terms are technical rather than the natural way a user would phrase a request.

2 / 3

Distinctiveness Conflict Risk

The cointegration/Kalman/pair-trading niche is specialized with distinct technical triggers unlikely to overlap with other skills.

3 / 3

Total

10

/

12

Passed

Validation

87%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation14 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

skill_md_line_count

SKILL.md is long (1124 lines); consider splitting into references/ and linking

Warning

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

14

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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