Agent skill
advanced-math-trading/time-series-regimes
Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.
Install this agent skill to your Project
npx add-skill https://github.com/majiayu000/claude-skill-registry/tree/main/skills/development/advanced-math-tradingtime-series-regimes
SKILL.md
What this covers
- ARIMA/GARCH, stationarity/unit roots, mean reversion.
- SDEs, discretization, jump diffusions.
- Regime detection.
Navigation (load on demand)
- docs/knowledge-base/domains/foundations/advanced-mathematics/time-series-fundamentals.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/time-series.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/stationarity-and-unit-roots.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/arima-models.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/garch-models-volatility-modeling.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/mean-reverting-processes.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/jump-diffusion-processes.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/discretization-schemes-for-sdes.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/stochastic-calculus-it-calculus.md
- docs/knowledge-base/domains/foundations/advanced-mathematics/regime-detection.md
Quick workflows
- Diagnostics → stationarity/unit-root → ARIMA/GARCH fit.
- Regime-aware modeling → load regime-detection + mean-reverting/jump diffusion as needed.
- SDE simulation → discretization schemes file.
Notes
- Pull specific MDs per task; keep context lean.
Recommended Agent Skills
Expand your agent's capabilities with these related and highly-rated skills.
majiayu000/claude-skill-registry
agent-ops-spec
Manage specification documents in .agent/specs/. Use when user provides requirements, acceptance criteria, or feature descriptions that need to be tracked and validated against implementation.
majiayu000/claude-skill-registry
agent-ops-state
Maintain .agent state files. Use at session start, after meaningful steps, and before concluding: read/update constitution/memory/focus/issues/baseline consistently.
majiayu000/claude-skill-registry
agent-ops-spec
Manage specification documents in .agent/specs/. Use when user provides requirements, acceptance criteria, or feature descriptions that need to be tracked and validated against implementation.
majiayu000/claude-skill-registry
agent-ops-testing
Test strategy, execution, and coverage analysis. Use when designing tests, running test suites, or analyzing test results beyond baseline checks.
majiayu000/claude-skill-registry
agent-ops-testing
Test strategy, execution, and coverage analysis. Use when designing tests, running test suites, or analyzing test results beyond baseline checks.
majiayu000/claude-skill-registry
agent-ops-state
Maintain .agent state files. Use at session start, after meaningful steps, and before concluding: read/update constitution/memory/focus/issues/baseline consistently.
Didn't find tool you were looking for?