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Cointegration Analysis identifies when two non-stationary price series move together toward a stable equilibrium, enabling statistical arbitrage and mean-reversion trading. The…

Correlation Analysis helps traders and portfolio managers understand how crypto assets move in tandem across different market conditions. It covers Pearson, Spearman, and Kendall…

Transform raw market data into stationary, predictive features for crypto trading models. This skill covers price, volume, technical, microstructure, and on-chain feature…

Kelly Criterion computes the mathematically optimal fraction of your bankroll to risk on each trade, balancing growth against ruin risk. The skill implements the Kelly formula…

Mean-reversion identifies when prices, spreads, or other financial metrics deviate from their long-run average and predictably return. This skill provides statistical tests (ADF,…

Options Pricing provides quantitative models for valuing derivatives on crypto assets like BTC and ETH across platforms including Deribit, Lyra, and Aevo. The skill currently…

pandas-ta extends pandas with 130+ technical indicators callable via `df.ta` on OHLCV DataFrames. It covers trend, momentum, volatility, volume, and overlap categories, with…

Portfolio Analytics calculates comprehensive performance metrics from equity curves and trade logs, including returns, volatility, value-at-risk, Sharpe and Sortino ratios,…

Position Sizing provides five methods to determine trade size based on account risk, volatility, edge probability, and market liquidity. Fixed fractional sizing—risking a set…

Regime Detection classifies market conditions across volatility and trend axes to help you choose the right strategy for current conditions. It combines simple approaches like ATR…

Risk Management establishes a survival-first framework for protecting trading capital through drawdown thresholds, daily and weekly loss limits, and concentration controls across…

Strategy Framework provides a standardized template for documenting trading strategies with precise, machine-testable rules. It enforces discipline through structured sections…

Volatility Modeling equips traders with methods to measure price fluctuations and predict future market swings using GARCH, EWMA, and realized volatility techniques. The skill…