Analyzes multi-asset price correlations to generate data-driven hedging strategies and portfolio risk reports.
The Nixtla Correlation Mapper is a specialized Claude Code skill designed for financial analysts and developers managing portfolios of correlated assets. It automates the complex process of data preparation, correlation analysis (including rolling windows and statistical significance), and hedge ratio calculation. By transforming raw CSV price data into actionable hedging recommendations and professional visualizations like heatmaps and rolling correlation plots, it enables users to identify risk concentrations and optimize asset allocations with statistical rigor. Whether managing crypto assets or prediction market contracts, this skill provides the necessary tools to minimize portfolio variance through automated quantitative analysis.
Key Features
010 GitHub stars
02Rolling correlation tracking to identify relationship stability over time
03Multi-series correlation analysis using Pearson, Spearman, or Kendall methods
04Automated hedge ratio calculation via OLS regression and Minimum Variance models
05Comprehensive Markdown report generation for portfolio risk auditing
06Professional visualization suite including heatmaps and effectiveness charts
Use Cases
01Managing cryptocurrency portfolios by identifying and hedging BTC/ETH correlation dynamics
02Hedging prediction market positions against related event outcomes to minimize exposure
03Analyzing traditional financial asset relationships to optimize risk-adjusted returns
