b0140a82b3
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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| .. | ||
| analysts | ||
| managers | ||
| researchers | ||
| risk_mgmt | ||
| trader | ||
| utils | ||
| __init__.py | ||