Mean Reversion Analysis
Analyze mean reversion using Hurst exponent, ADF tests, and half-life estimation with z-score signals.
⚠️
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This skill analyzes mean reversion properties using Hurst exponent, ADF stationarity testing, and half-life estimation. It generates z-score signals for mean reversion trading strategies. Designed for quantitative traders, systematic analysts, and algorithmic trading teams. From the AGIPro Labs claude-trading-skills collection. For educational and productivity use only. Always verify AI-generated outputs with a qualified professional before acting on them.
Compatible Agents
Claude CodeCursorCodexGemini CLI
Use Cases
- ✓Calculate Hurst exponent for mean reversion
- ✓Estimate half-life of mean reversion
- ✓Generate z-score entry and exit signals
- ✓Test for stationarity using ADF test
Trigger Phrases
“Analyze mean reversion”“Calculate Hurst exponent”“Mean reversion half-life”“Z-score trading signals”
How to Install
Copy the skill content, paste it into your AI agent's system prompt or project instructions, then describe your task.
Requirements
- Claude Code or Cursor
- Python 3.9+ with uv
- Historical price or spread data