cross-asset-correlation-regime-shifts SKILL.md skillA
cross-asset-correlation-regime-shifts 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-asset-correlation-regime-shifts@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-asset-correlation-regime-shifts/SKILL.md- Versions recorded
- 5
- Latest version
- v1.2.0, committed Sep 3, 2026
- First version recorded
- Jul 30, 2026
- Size
- 7,727 bytes
- Repository stars
- 50
- License
- Apache-2.0
Use when a multi-asset or risk-parity book depends on bonds hedging equities and you need to detect the regime shift where that relationship breaks, using a normalised matrix distance between correlation snapshots.
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-asset macro strategies, risk-parity portfolios, or statistical arbitrage systems to detect when cross-asset correlation structures break down. In normal market regimes, bonds (`TLT`) hedge stocks (`SPY`) with negative correlation; correlation asymmetry is empirically documented — correlations increase in bear markets but not bull markets (Longin & Solnik, 2001), and the stock-bond correlation flipped positive in the 2022 inflation regime (BIS Quarterly Review, Dec 2023). This module computes the **K-normalized Frobenius distance** between short-term ($W_{short}$) and baseline ($W_{long}$) correlation matrices and issues leverage directives.
## When NOT to Use
- **As a stand-alone risk control.** The regime label is an input to a risk process, not a risk limit by itself; pair it with exposure/VaR/tail-risk controls (see `correlation-aware-exposure-limits`).
- **Without threshold calibration.** The default thresholds (0.30 / 0.60 / 0.65) are uncalibrated defaults, not validated constants — calibrate against the empirical distribution of rolling $D_F$ on your universe before automating de-leveraging.
…Read the whole file at its exact version.
How to install
mdr add himanshuj16/algo-trading-skills/cross-asset-correlation-regime-shifts@sha256:a909c6c9009ccf61The 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_oirlwcaenbarsta4)
2 badge image fetches in 30 days. What the badge shows.
Versions
The registry has recorded 5 versions of this file, between Jul 30, 2026 and Sep 3, 2026, about one every 9 days.
| version | committed | commit | size | audit | |
|---|---|---|---|---|---|
| v1.2.0 latest | 2026-09-03 | 8527a51 | 7,727 B | A | view · diff |
| v1.2.0 | 2026-08-23 | b680e6a | 7,718 B | A | view · diff |
| v1.1.0 | 2026-08-23 | b540e44 | 5,899 B | A | view · diff |
| v1.0.0 | 2026-08-07 | 89d1436 | 3,480 B | A | view · diff |
| v1.0.0 | 2026-07-30 | dfc60c7 | 3,478 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 (7727 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_oirlwcaenbarsta4 GET https://markdownregistry.com/api/v1/resolve?ref=himanshuj16/algo-trading-skills/cross-asset-correlation-regime-shifts GET https://markdownregistry.com/api/v1/blob/a909c6c9009ccf61f7a1b8999759db481018c8c8fb5dfb202bf20733e20adc60
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.