feat(agents): add Correlation Analyst for cross-asset analysis - Fixes #15
Implements Correlation Analyst agent for cross-asset correlation analysis
and sector rotation detection. The agent analyzes inter-market relationships
to identify diversification opportunities and sector leadership changes.
Features:
- Cross-asset correlation analysis (stocks vs bonds, gold, oil, dollar)
- Sector rotation analysis across all 11 S&P 500 sectors
- Rolling correlation trend tracking with breakdown detection
- Relative strength calculation for sector leadership
- Economic cycle phase identification (early/mid/late cycle, recession)
- Cycle-based sector recommendations
Tools:
- get_cross_asset_correlation_analysis: Multi-asset correlation with regime interpretation
- get_sector_rotation_analysis: Sector rankings, leadership, rotation signals
- get_correlation_matrix: Pairwise correlation matrix for portfolio construction
- get_rolling_correlation_trend: Time-series correlation dynamics
Enums:
- CorrelationStrength: 9-level classification from very strong negative to very strong positive
- SectorPhase: Economic cycle phases for rotation timing
- SectorLeadership: Leading, lagging, improving, weakening classifications
Tests: 59 unit tests covering correlation calculations, classification logic,
sector rotation, breakdown detection, and integration scenarios.
🤖 Generated with [Claude Code](https://claude.com/claude-code)
Co-Authored-By: Claude Opus 4.5 <noreply@anthropic.com>
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