Skill: Statistical Alpha Engine (2.2)
Capabilities
analyze(ticker, market_data)→ Tier-0 contract with cross-sectional ranking- Direct query: "How does BTC rank in the universe?"
- Direct query: "What's the cross-sectional z-score of ETH?"
Data Sources
- Universe-wide OHLCV (all tracked symbols)
- Factor model cache (momentum, value, volatility, on-chain)
Query Interface
/statistical_alpha_engine?ticker=BTC/USDT
Returns: cross-sectional rank + z-score + alpha signal + factor confluence.
Dependencies
- Universe config from
src/config/default_universe.py - Factor computation pipeline (statistical methods)