Multi-asset correlation and cointegration analysis via Longbridge Securities — computes Pearson / Spearman return correlation matrix for 2–10 symbols, rolling 60-day correlation, Engle-Granger cointegration (ADF unit root), and spread half-life (AR(1) estimate). Used for portfolio decorrelation and pairs-trading pre-screening.
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills