lean-pearson-pairs

lean-pearson-pairs is a skill for Claude Code from Travisun/Opptrix. It costs 93 tokens per session (1,553 once invoked), scanned A, original, Apache-2.0.

A finance research workflow that measures Pearson correlation between price or return series and finds pairs or groups that moved together. Correlation shows co-movement; it does not prove that prices will converge or that the assets are cointegrated.

In plain words
What is it for?
Use it to compare A-share or ETF pairs, calculate full-period or rolling correlations, and monitor whether the relationship stays stable.
Why use it?
It prevents high co-movement from being mistaken for a guaranteed trading relationship, especially where short selling is restricted.

Skill for Claude Code

Written for Claude Code: allowed-tools in frontmatter.

Good fit Use it to compare A-share or ETF pairs, calculate full-period or rolling correlations, and monitor whether the relationship stays stable.

Compare 6 skills from other repositories ↓
Install with agentmods
npx agentmods add skills/travisun/opptrix/lean-pearson-pairs
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 Travisun/Opptrix --skill lean-pearson-pairs
Clone the repo
git clone --depth 1 https://github.com/Travisun/Opptrix

Made for: Claude Code.

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 lean-pearson-pairs

README.md
[![agentmods](https://agentmods.dev/badge/skills/travisun/opptrix/lean-pearson-pairs.svg)](https://agentmods.dev/skills/travisun/opptrix/lean-pearson-pairs)
Your own site
<a href="https://agentmods.dev/skills/travisun/opptrix/lean-pearson-pairs"><img src="https://agentmods.dev/badge/skills/travisun/opptrix/lean-pearson-pairs.svg" alt="Measured on agentmods" height="20"></a>
Per session 93 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 1,553 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. Third-party audits
  • NVIDIA SkillSpector pass 7 Sept 2026
How audits are shown
Origin original No closer match found 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 $0.00093 $0.01553
Opus 5 $0.00046 $0.00776
Sonnet 5 $0.00019 $0.00311
Haiku 4.5 $0.00009 $0.00155

Measured 5d ago against content hash 3d35a7a63efa, method: parsed. Prices are Anthropic first-party input rates as of 2026-09-08, from the pricing page.

Security

Grade A, and why

lean-pearson-pairs 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 5d ago.

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.

packages/agent-skills/builtin/lean-pearson-pairs/SKILL.md · 88 lines

How it starts

The opening of the file, as written. The whole thing — 88 lines — stays where its author put it; the contents beside it link to each section on GitHub.

LEAN Pearson配对

方法溯源 QuantConnect LEAN 社区算法/示例思路;本技能是平台工具编排的投研工作流禁止假装跑完整 LEAN 引擎或输出 LEAN 回测曲线、订单日志冒充引擎结果。实际取数与计算仅限 Opptrix 工具(行情/财务/opptrix_run 沙盒等)。

能力声明(assumption-only):本技能仅提供 Pearson/滚动相关 描述统计。本地无原生协整/Johansen 库禁止声明「已协整」或输出协整 p 值。需要价差框架请转 @skill:pairs-rv(同样禁止假装协整检验通过)。完整度:assumption-only

何时使用

用户要在 A股/场内 ETF 上基于 Pearson(或滚动)相关系数 找配对/相关篮候选(LEAN 方法溯源,非美股原版照搬)。默认交付可预览网页。

边界:价差/比值相对价值与协整讨论用 @skill:pairs-rv(亦无原生协整库)。本技能只做相关统计不得把高相关写成「已协整」或可开多空价差指令。

A股适配(默认)

  • 默认市场 CN(A股 / 场内 ETF)。用户点名美股/港股再切换,并声明数据口径与微观结构差异。
  • 默认配对:AH 对(若两边可得)或 同业 A股对;禁止默认美股配对清单。
  • 融券/做空受限:配对交易模板默认改为相关监测 + 多头侧示意,或「多头+空仓」;禁止假设可自由做空完成经典多空价差。
  • 完整度:纯相关分析 partial;可交易多空价差常为 not-feasible-now(需声明)。
  • 不可硬适配或数据缺口时:首页横幅写清完整度(partial 或更严)+ 必要时 ask_user

分析架构(投研方法)

  • 问题/假设:哪些标的对在样本期内高相关?相关是否稳定?
  • 证据清单:多标的行情序列、相关矩阵、滚动相关(若可算)
  • 多维交叉验证:全样本相关 vs 滚动相关;高相关 vs 价差是否均值回归(仅描述,不作协整证明)
  • 结论与不确定:相关≠因果;相关≠协整
  • 微观/制度风险:涨跌停钝化、T+1、ST/停牌、融券受限(及相关会计口径差异);不得按美股连续可成交或自由做空假设叙事
  • 事实 | 假设 | 推断 分栏强制

数据维度

维度 取数方向 缺失时
标的清单 search_instruments / ask_user 先确认
行情序列 get_instrument_quotes / chart 标明缺失侧
相关计算 opptrix_run 仅展示散点/表并标假设
交付 list_web_vendorcreate_web 可跳过口头要点
市场/微观结构 AH 或同业 A 股对;相关矩阵 不可做空 → 禁止经典多空模板;横幅说明

步骤

  1. 确认默认 CN:标的/宇宙为 A股或场内 ETF(用户点名其他市场再切换并声明差异)。应用涨跌停/T+1/融券受限等微观约束(见 A股适配)。
  2. 确认标的与样本期:窗口、收益口径(日/周)
  3. 能力横幅:无协整声明;与 @skill:pairs-rv 分工写清
  4. 取序列并算相关:矩阵 + 可选滚动相关
  5. 解读:事实/假设/推断;禁止开平仓指令
  6. 交付网页(默认)create_web

网页报告建议目录

  1. 范围:默认 A股/场内 ETF + LEAN 溯源;仅 Pearson 无协整
  2. LEAN 溯源与「非引擎」声明
  3. 样本期与收益口径
  4. 相关矩阵与候选对
  5. 滚动稳定性(若有)
  6. 事实 / 假设 / 推断分栏
  7. 与 pairs-rv 边界说明
  8. A股适配与限制(默认 CN;微观结构/代理/完整度)
  9. 免责声明(无开平仓建议)

禁止

  • 荐股、目标价、仓位建议;编造未返回数字
  • 声称协整成立或编造协整统计量
  • 输出「开多A空B」交易指令
  • @skill:pairs-rv 混淆表述
  • 禁止假装跑完整 LEAN 引擎或伪造 LEAN 日志/回测净值
  • 禁止无交付就结束(默认须有 web 产物,除非用户明确只要口头要点)
  • 禁止把美股成分/ETF 清单不经映射直接当 A股结果
  • 禁止假设可自由融券做空

Read the full file on GitHub · 88 lines

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. 5d ago First seen · 88 lines · 93 tokens per session scan A 3d35a7a63efa

Subscribe to this mod's changes

lean-pearson-pairs is a skill published in the GitHub repository Travisun/Opptrix (230 stars, last pushed yesterday), licensed Apache-2.0. It adds 93 tokens to every session and 1,553 once invoked, about $0.0005 per session on Opus 5. A static security scan graded it A with 0 findings. No closer match exists in the catalogue, so it is treated as the original; first seen 2026-09-03.

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