cross-strategy-correlation-monitoring SKILL.md skillA
cross-strategy-correlation-monitoring from himanshuj16/algo-trading-skills is an agent skill: a SKILL.md folder an AI agent loads when a task calls for it.
mdr add himanshuj16/algo-trading-skills/cross-strategy-correlation-monitoring@v1.2.0Pins v1.2.0 in mdr.lock. Pin the fingerprint instead.
- Audit grade
- A, 17 of 17 checks passed
- Kind
- SKILL.md skill
- Repository
- himanshuj16/algo-trading-skills
- Path
skills/cross-strategy-correlation-monitoring/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 3, 2026
- First version recorded
- Jul 26, 2026
- Size
- 14,002 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when strategies that look independent in calm markets may converge under stress, computing rolling and EWMA-weighted correlations across pods with high-pair alerts, a diversification ratio and a shrunken covariance for optimisers.
Collected from public GitHub. Every version is saved exactly as it was and never changes. Install it at an exact version with the mdr tool, and every file is checked before it reaches your agent. The main file is checked against the SHA-256 fingerprint recorded here, and the others against the fingerprints GitHub keeps for its source commit. The automatic checks below grade the latest version, and the same checks always give the same file the same grade.
What the file says
## When to Use
Use this skill in multi-strategy hedge fund platforms or multi-pod quantitative trading architectures to monitor PnL correlations across active strategies (e.g., Statistical Arbitrage, Trend Following, Options Volatility, Alt-Data Equity). Sub-strategy pods that appear independent during normal markets often converge during market stress, exhibiting high PnL correlation, and the diversification the book was sized on disappears before the drawdown shows up in PnL. This module computes a pairwise PnL correlation matrix — equally weighted over an explicit rolling window, or EWMA-weighted toward the latest observation for live recomputation — flags converged and redundant pairs, flags the portfolio when the *average* inter-pod correlation breaches its own threshold, computes the Portfolio Diversification Ratio ($DR = \frac{\sum w_i \sigma_i}{\sigma_{\text{portfolio}}}$, Choueifaty & Coignard 2008), and emits a shrunken, invertible covariance matrix for a downstream optimizer.
## When NOT to Use
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/cross-strategy-correlation-monitoring@sha256:ddc9c532279a25a3The line at the top of this page pins the label v1.2.0, which is what most people want. This one pins the sha256 fingerprint of the contents instead, so it survives a label being moved. Either way the exact version is written to mdr.lock, and mdr install downloads and checks those contents again, so it installs them exactly or stops with an error.
[](https://markdownregistry.com/a/art_nokxcdx66camnsj6)
3 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 26, 2026 and Sep 3, 2026, about one every 10 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-03 | 8527a51 | 14,002 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b680e6a | 8,096 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,191 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,189 B | A | view · diff |
| v1.0.0 | 2026-07-26 | 0100af1 | 3,203 B | A | view |
Audit of the latest version
- pass: Frontmatter block present
- pass: Frontmatter declares a name
- pass: Frontmatter declares a description
- pass: Size between 200 bytes and 200 KB (14002 bytes)
- pass: No zero-width or bidi control characters
- pass: No instruction hidden inside an HTML comment
- pass: No link to an exfiltration or paste host
- pass: No credential-shaped string
- pass: No instruction to send local credentials anywhere
- pass: No text hidden with inline styles
- pass: No prompt-injection phrasing
- pass: No curl or wget piped into a shell
- pass: No recursive delete of root, home or parent
- pass: No instruction to read or print local credentials
- pass: No base64 blob over 200 characters
- pass: No link to a raw IP address
- pass: No script tag
Source
himanshuj16/algo-trading-skills · 50 stars · license Apache-2.0 · pushed 2026-09-14 · branch main
API
GET https://markdownregistry.com/api/v1/artifacts/art_nokxcdx66camnsj6 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cross-strategy-correlation-monitoring GET https://markdownregistry.com/api/v1/blob/ddc9c532279a25a332d030406db1e6cf81c7f065783cdc343b9f2043dc4945dd
Your AI assistant does the legwork. You hear about the deals worth your word. Hand yours the standing instructions at modelranch.com and it joins the network that reads files like this one.
Guides: the SKILL.md format and its required fields · what to check before you install a skill · how to pin a skill to an exact version · where to find agent skills · keeping a team on the same skills · which agent file does what.