Commit Graph

8 Commits

Author SHA1 Message Date
Insider77Circle c1bf69b38f
Update tradingagents/cross_asset_correlation/correlation_regimes_fixed.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:06:29 -05:00
Insider77Circle a6739c48d5
Update tradingagents/cross_asset_correlation/__init__.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:06:18 -05:00
Insider77Circle b7954d4723
Update tradingagents/cross_asset_correlation/multi_asset_processor.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:06:09 -05:00
Insider77Circle 528dcd8b57
Update tradingagents/cross_asset_correlation/correlation_regimes_fixed.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:05:47 -05:00
Insider77Circle f86156e017
Update tradingagents/cross_asset_correlation/correlation_regimes_fixed.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:05:23 -05:00
Insider77Circle 5bc5d224c2
Update tradingagents/cross_asset_correlation/correlation_regimes_fixed.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:04:50 -05:00
Insider77Circle d7cee37e01
Update tradingagents/cross_asset_correlation/multi_asset_processor.py
Co-authored-by: gemini-code-assist[bot] <176961590+gemini-code-assist[bot]@users.noreply.github.com>
2026-02-07 15:04:27 -05:00
Insider77Circle ea49460664 Add cross-asset correlation engine (REDSTORM Research)
Adds a new cross_asset_correlation module with:
- CorrelationAnalyzer: Pearson, Spearman, Kendall, DCC-GARCH, wavelet
  coherence, and lead-lag correlation analysis
- MultiAssetProcessor: multi-asset class data loading, returns calculation,
  resampling, hierarchical/graph-based asset grouping
- CorrelationRegimeDetector: regime detection via rolling volatility,
  changepoint, clustering, and simplified Markov switching; crisis period
  detection and regime transition prediction

Also adds scipy, scikit-learn, PyWavelets, and networkx as dependencies.

Co-Authored-By: Claude Opus 4.6 <noreply@anthropic.com>
2026-02-07 14:52:19 -05:00