How do I install the Cross Asset Correlation skill?

Run npx skillmds@latest add knuckles-team/cross-asset-correlation in your terminal (requires Node.js), paste this page's agent-chat prompt into Claude, Cursor, or any MCP-connected agent, or download the SKILL.md file and copy it into your agent's skills directory.

Is Cross Asset Correlation safe to use?

This skill has not completed SkillMD's automated safety review yet. SkillMD never runs a skill's scripts for you; review the SKILL.md before installing.

Which AI agents work with Cross Asset Correlation?

This skill is tagged as working with Claude Code, Claude.ai, OpenAI Codex. SKILL.md is an open format, so most agents that read a skills directory can load it too.

Is Cross Asset Correlation free to use?

Yes. Installing skills from SkillMD is free, and the skill stays under its author's original license.

Who published Cross Asset Correlation?

Knuckles-Team (@knuckles-team) published this skill. Their other Agent Skills are listed on their SkillMD profile.

Cross Asset Correlation by knuckles-team

Name: Cross Asset Correlation
Author: Knuckles-Team

File contents

Cross Asset Correlation Workflow

CONCEPT:EE-011

Collects multi-ticker price data, constructs rolling correlation matrices, flags eigen anomalies, and adjusts portfolio scale limits.

Steps

Step 1: Multi Ticker Collector

Agent: data-fetcher Tools: graph_query, sx_search

Collects price feeds for spot equities, commodities, and currencies concurrently. Expected: multi-asset-historical-prices

Step 2: Correlation Matrix Fitter [depends_on: multi-ticker-collector]

Agent: compute-engine Tools: graph_analyze

Computes standard rolling correlation matrices and eigenvalues. Expected: rolling-correlation-matrices

Step 3: Eigen Anomaly Detector [depends_on: correlation-matrix-fitter]

Agent: risk-assessor Tools: graph_query, graph_analyze

Flags breakdowns in historical sector correlations. Expected: eigenvalue-breakdown-signals

Step 4: Risk Exposure Adjuster [depends_on: eigen-anomaly-detector]

Agent: report-generator Tools: graph_write, document_tools

Updates portfolio limit scales to mitigate systemic contagion. Expected: adjusted-portfolio-limits

Step 5: KG Persistence [depends_on: risk-exposure-adjuster]

Agent: report-generator Tools: graph_write

Persist workflow results as nodes and edges in the Knowledge Graph. Create appropriate typed nodes with metadata and link to existing domain entities.

Output

Cross Asset Correlation results persisted in KG
Structured report (MD/PDF)
Audit trail with timestamps and agent attributions

Execution

Run this workflow as a dependency-ordered DAG. Steps with no unmet depends_on run in parallel; dependents run after their prerequisites complete.

Run first (in parallel): Step 1 — Multi Ticker Collector
After level 0: Step 2 — Correlation Matrix Fitter
After level 1: Step 3 — Eigen Anomaly Detector
After level 2: Step 4 — Risk Exposure Adjuster
After level 3: Step 5 — KG Persistence

Execution: If graph-os is reachable, offload the whole DAG via graph_orchestrate action=execute_workflow (or the kg-delegate skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet depends_on in parallel, then their dependents.

---name: cross-asset-correlationdescription: Collects multi-ticker price data, constructs rolling correlation matrices, flags eigen anomalies, and adjusts portfolio scale limits.---# Cross Asset Correlation Workflow**CONCEPT:EE-011**Collects multi-ticker price data, constructs rolling correlation matrices, flags eigen anomalies, and adjusts portfolio scale limits.## Steps### Step 1: Multi Ticker Collector**Agent**: `data-fetcher`**Tools**: `graph_query, sx_search`Collects price feeds for spot equities, commodities, and currencies concurrently.Expected: `multi-asset-historical-prices`### Step 2: Correlation Matrix Fitter [depends_on: multi-ticker-collector]**Agent**: `compute-engine`**Tools**: `graph_analyze`Computes standard rolling correlation matrices and eigenvalues.Expected: `rolling-correlation-matrices`### Step 3: Eigen Anomaly Detector [depends_on: correlation-matrix-fitter]**Agent**: `risk-assessor`**Tools**: `graph_query, graph_analyze`Flags breakdowns in historical sector correlations.Expected: `eigenvalue-breakdown-signals`### Step 4: Risk Exposure Adjuster [depends_on: eigen-anomaly-detector]**Agent**: `report-generator`**Tools**: `graph_write, document_tools`Updates portfolio limit scales to mitigate systemic contagion.Expected: `adjusted-portfolio-limits`### Step 5: KG Persistence [depends_on: risk-exposure-adjuster]**Agent**: `report-generator`**Tools**: `graph_write`Persist workflow results as nodes and edges in the Knowledge Graph.Create appropriate typed nodes with metadata and link to existing domain entities.## Output- Cross Asset Correlation results persisted in KG- Structured report (MD/PDF)- Audit trail with timestamps and agent attributions## ExecutionRun this workflow as a dependency-ordered DAG. Steps with no unmet `depends_on` run in parallel; dependents run after their prerequisites complete.- **Run first (in parallel):** Step 1 — Multi Ticker Collector- **After level 0:** Step 2 — Correlation Matrix Fitter- **After level 1:** Step 3 — Eigen Anomaly Detector- **After level 2:** Step 4 — Risk Exposure Adjuster- **After level 3:** Step 5 — KG Persistence**Execution:** If graph-os is reachable, offload the whole DAG via `graph_orchestrate action=execute_workflow` (or the `kg-delegate` skill) for true parallel/swarm execution. Otherwise execute the steps natively in dependency order: run steps with no unmet `depends_on` in parallel, then their dependents.

Frequently asked questions

Cross Asset Correlation