Residual Edge Analyzer
by tradermontyeab8d5cb97b9No license2.9K starsListed Oct 8, 2026Updated Oct 8, 2026Repository updated 3 days ago
Separate a strategy return series into declared baseline exposure and residual edge with returns-based OLS attribution, HAC inference, rolling stability, alternate-baseline sensitivity, and regime breakdowns. Use when evaluating whether backtest, out-of-sample, or live returns contain independent alpha beyond market, equal-weight, momentum, sector, or user-supplied factor returns; when explaining whether a drawdown came from baseline exposure or strategy-specific behavior; or when a strategy needs an attribution quality gate after backtesting. Do not use for holdings-based Brinson attribution, feature-level Shapley explanations, or analysis from summary metrics without a dated return series.
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npx @sourceweft/cli skills install gh-tradermonty-claude-trading-skills-residual-edge-analyzerAdd --agent claude-code, codex, cursor or universal to choose which agent gets it (Claude Code by default).
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npx skills add https://github.com/tradermonty/claude-trading-skills/tree/eab8d5cb97b9982d915944cdaa2df972fa396b22/skills/residual-edge-analyzerSource and attribution
Source:tradermonty/claude-trading-skillsinskills/residual-edge-analyzerat commiteab8d5c
License: No license
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