← Back to list
cointegration-analysis Checked
Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability anal…
8.2Overall rating
Installation
🤖 Install via AI
Copy the prompt below and send it to your AI assistant (e.g. Claude Code) — it will follow the instructions and install automatically.
Install the "cointegration-analysis" skill by following the instructions at https://skill123.me/install/cointegration-analysis.
⌨️ Command line install
Run in your terminal — downloads and installs to ~/.claude/skills/.
curl -fsSL https://skill123.me/install/cointegration-analysis.sh | bash
📦 Download ZIP
Download the zip and extract it into your skills directory (e.g. ~/.claude/skills/), then restart your session.
⬇ Download v1.0.0 · 23 KBAbout this skill
Overview
Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability analysis
Source
- Repo: https://github.com/agiprolabs/claude-trading-skills
- Path: skills/cointegration-analysis
Score breakdown
Trigger
4.0
What-only description with method keywords; no When/When-Not, no trigger variants, no Chinese keywords.
Structure
9.3
244-line SKILL.md; methodology + pairs_trading references and two scripts cleanly separated; Files table; progressive disclosure via section pointers.
Workflow
8.0
Six-step practical workflow from correlation screening to trading the spread; healthy/warning/stop-trading monitoring thresholds; pitfalls section covers spurious cointegration, structural breaks, look-ahead bias, costs; walk-forward backtest with synthetic demo provides verification.
Content
10.0
Precise formulas, correct critical values, runnable script invocations, uniform formatting.
Engineering
10.0
Valid frontmatter; shebangs and dependencies declared in docstrings; all referenced paths exist.
Security
10.0
Manifest: no network, no file/env/credential reads, no writes, no persistence — pure computation on provided/synthetic data; capabilities match declared scope. Informational-only disclaimer present in reference and both scripts. No injection, no secrets.
Rigorous stats skill: Engle-Granger/Johansen/Phillips-Ouliaris with correct critical values, asymmetry warning, rolling stability monitoring table, look-ahead-bias pitfalls, walk-forward backtest script. Pure computation, no network. Weak trigger description (What-only).