What data format does this skill require?

It requires a CSV file with three specific columns: unique_id (asset identifier), ds (date/timestamp), and y (numeric price or value).

Can I visualize the correlation results?

Yes, the skill automatically generates correlation heatmaps, rolling correlation plots, and hedge effectiveness charts in PNG format.

Does it require a Nixtla API key to function?

No, basic correlation and hedging analysis work locally using Python libraries. A NIXTLA_TIMEGPT_API_KEY is only optional if you want to include forecasted correlations.

How many assets can I analyze simultaneously?

There is no hard limit, though it is optimized for identifying the top-N most significant relationships within a multi-asset portfolio for efficient hedging.

What hedging methods are supported?

The skill supports both Ordinary Least Squares (OLS) regression for standard hedging and Minimum Variance methods for risk-minimizing allocation.

Nixtla Correlation Mapper

Name: Nixtla Correlation Mapper
Author: intent-solutions-io

byintent-solutions-io

数据科学与机器学习

Analyzes multi-asset price correlations to generate data-driven hedging strategies and portfolio risk reports.

关于

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.

主要功能

0 GitHub stars
Rolling correlation tracking to identify relationship stability over time
Multi-series correlation analysis using Pearson, Spearman, or Kendall methods
Automated hedge ratio calculation via OLS regression and Minimum Variance models
Comprehensive Markdown report generation for portfolio risk auditing
Professional visualization suite including heatmaps and effectiveness charts

使用场景

Managing cryptocurrency portfolios by identifying and hedging BTC/ETH correlation dynamics
Hedging prediction market positions against related event outcomes to minimize exposure
Analyzing traditional financial asset relationships to optimize risk-adjusted returns

关于

主要功能

0 GitHub stars
Rolling correlation tracking to identify relationship stability over time
Multi-series correlation analysis using Pearson, Spearman, or Kendall methods
Automated hedge ratio calculation via OLS regression and Minimum Variance models
Comprehensive Markdown report generation for portfolio risk auditing
Professional visualization suite including heatmaps and effectiveness charts

使用场景

Managing cryptocurrency portfolios by identifying and hedging BTC/ETH correlation dynamics
Hedging prediction market positions against related event outcomes to minimize exposure
Analyzing traditional financial asset relationships to optimize risk-adjusted returns