Residual Edge Analyzer
tradermonty/claude-trading-skills/skills/residual-edge-analyzer作者 tradermontyeab8d5cb97b9無授權條款2.9K 個星標收錄於 2026年10月8日更新於 2026年10月8日儲存庫3 天前更新
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.
- eab8d5cb97b9目前提交 eab8d5c發布於 2026年10月8日
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來源：tradermonty/claude-trading-skills位於skills/residual-edge-analyzer提交eab8d5c
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