Back to list
keith-mvs

advanced-math-tradingtime-series-regimes

by keith-mvs

An advanced AI-driven quantitative trading ecosystem featuring multi-source market data aggregation, high-fidelity paper trading simulation, and machine learning-powered signal generation.

1🍴 0📅 Dec 28, 2025

SKILL.md


name: advanced-math-trading/time-series-regimes description: Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.

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.

Score

Total Score

75/100

Based on repository quality metrics

SKILL.md

SKILL.mdファイルが含まれている

+20
LICENSE

ライセンスが設定されている

+10
説明文

100文字以上の説明がある

+10
人気

GitHub Stars 100以上

0/15
最近の活動

3ヶ月以内に更新

+5
フォーク

10回以上フォークされている

0/5
Issue管理

オープンIssueが50未満

+5
言語

プログラミング言語が設定されている

+5
タグ

1つ以上のタグが設定されている

+5

Reviews

💬

Reviews coming soon