# Advanced Math Trading/time Series Regimes

> Time series modeling, stationarity, ARIMA/GARCH, SDEs, and regime detection for trading.

- Skill: `majiayu000/advanced-math-trading-time-series-regimes` (Agent Skill, multi-file: 2 files)
- Install (CLI): `npx skillmds add majiayu000/advanced-math-trading-time-series-regimes`
- Raw SKILL.md: https://api.skillmd.com/api/skills/majiayu000/advanced-math-trading-time-series-regimes/raw
- Safety review: pending
- Works with: Claude Code, Claude.ai, OpenAI Codex
- Category: Coding & Dev Tools
- Author: majiayu000 (https://skillmd.com/u/majiayu000)
- Updated: 2026-09-09
- Page: https://skillmd.com/skills/majiayu000/advanced-math-trading-time-series-regimes

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# 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.