2.2 Statistical Alpha Engine

Skill: Statistical Alpha Engine (2.2)

olaxbt Updated

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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)

olaxbt/ai-market-maker/tree/main/src/agents/operator/2.2_statistical_alpha_engine commit f66884f3bd

Frequently asked questions

npx skillmds@latest add olaxbt/2-2-statistical-alpha-engine