correlation-matrix

correlation-matrix is a skill for Claude Code, Codex from kayzaa/k.i.t.-bot. It costs 0 tokens per session (565 once invoked), scanned A, a copy of correlation-matrix, MIT.

A market-analysis tool that measures how closely assets move together. Correlation shows whether two assets tend to rise and fall at the same time, while beta compares an asset’s movement with a benchmark such as SPY or BTC.

In plain words
What is it for?
Building correlation matrices and heatmaps, scoring diversification, finding less-correlated assets, clustering similar assets, calculating beta, and examining correlation during crises.
Why use it?
It helps reveal when a portfolio is less diversified than it appears and when relationships between assets change during market stress. The analysis can compare stocks, crypto, currencies, and commodities.

Skill for Claude CodeCodex

Written for no agent in particular: nothing here depends on one.

Good fit Building correlation matrices and heatmaps, scoring diversification, finding less-correlated assets, clustering similar assets, calculating beta, and examining correlation during crises.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/kayzaa/k.i.t.-bot/correlation-matrix
Install

Getting it into your agent

One page per mod, every tool's command on it. A separate URL per tool would split the same page into five that compete with each other.

Any agent
npx skills add kayzaa/k.i.t.-bot --skill correlation-matrix
Clone the repo
git clone --depth 1 https://github.com/kayzaa/k.i.t.-bot

Made for: Claude Code, Codex.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for correlation-matrix

README.md
[![agentmods](https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/correlation-matrix.svg)](https://agentmods.dev/skills/kayzaa/k.i.t.-bot/correlation-matrix)
Your own site
<a href="https://agentmods.dev/skills/kayzaa/k.i.t.-bot/correlation-matrix"><img src="https://agentmods.dev/badge/skills/kayzaa/k.i.t.-bot/correlation-matrix.svg" alt="Measured on agentmods" height="20"></a>
Per session 0 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 565 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 100% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00000 $0.00565
Opus 5 $0.00000 $0.00282
Sonnet 5 $0.00000 $0.00113
Haiku 4.5 $0.00000 $0.00056

Measured 7d ago against content hash 75835c6658b3, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-07, from the pricing page.

Security

Grade A, and why

correlation-matrix scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 7d ago.

The scan reads SKILL.md. This mod also ships 1 executable file (correlation_matrix.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

100% identical to correlation-matrix — 0 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

skills/correlation-matrix/SKILL.md · 65 lines

How it starts

The opening of the file, as written. The whole thing — 65 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Market Correlation Matrix Analyzer

Description

Real-time correlation analysis between assets for portfolio optimization and risk management.

Features

  • Rolling Correlation - 20/50/100 day rolling windows
  • Cross-Asset Analysis - Stocks vs Crypto vs Forex vs Commodities
  • Regime Detection - Detect correlation regime changes (risk-on/risk-off)
  • Heatmap Visualization - Visual correlation matrices
  • Diversification Scorer - Portfolio diversification quality score
  • Beta Calculation - Asset beta to benchmark (SPY, BTC)
  • Pair Clustering - K-means clustering of correlated assets
  • Stress Testing - Correlation behavior during market stress

Use Cases

  1. Portfolio Construction - Find uncorrelated assets for diversification
  2. Risk Management - Monitor correlation breakdown during crises
  3. Pairs Trading - Identify highly correlated pairs for spread trading
  4. Regime Trading - Adapt strategy based on correlation regimes
  5. Sector Rotation - Track sector correlations for rotation strategies

Commands

analyze correlation BTC ETH GOLD SPY --window 30d
correlation heatmap my-portfolio
diversification score my-portfolio
find uncorrelated BTC --min-assets 5
correlation regime --detect
stress test my-portfolio --scenario 2020-covid
beta calculate NVDA --benchmark SPY
cluster assets --method kmeans --k 5

Parameters

Parameter Type Default Description
window string 30d Rolling window for correlation
method string pearson pearson, spearman, or kendall
min_correlation float 0.7 Minimum correlation for pairs
max_correlation float 0.3 Maximum for diversification
regime_threshold float 0.2 Change threshold for regime detection
benchmark string SPY Benchmark for beta calculation

Outputs

  • Correlation matrix (JSON/CSV/visual heatmap)
  • Diversification score (0-100)
  • Beta values per asset
  • Regime change alerts
  • Cluster assignments
  • Portfolio optimization suggestions

Read the full file on GitHub · 65 lines

Files

What ships with it

1 file beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 7d ago First seen · 65 lines · 0 tokens per session scan A 75835c6658b3

Subscribe to this mod's changes

correlation-matrix is a skill published in the GitHub repository kayzaa/k.i.t.-bot (5 stars, last pushed 6mo ago), licensed MIT. It costs nothing until one of its globs matches a file; then it loads 565 tokens. A static security scan graded it A with 0 findings. It is 100% identical to correlation-matrix, differing in 0 lines, and is treated as a copy.