TradingAgents/tradingagents
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
..
agents fix: improve data vendor implementations and tool signatures 2026-02-03 22:27:20 +00:00
cross_asset_correlation Add cross-asset correlation engine (REDSTORM Research) 2026-02-07 14:52:19 -05:00
dataflows refactor: clean up codebase and streamline documentation 2026-02-03 22:27:20 +00:00
graph feat: add footer statistics tracking with LangChain callbacks 2026-02-03 22:27:20 +00:00
llm_clients chore: clean up dependencies and fix Ollama auth 2026-02-03 23:08:12 +00:00
default_config.py feat: add yfinance support to accommodate community request for stability and quota 2026-02-03 22:27:20 +00:00