Keyed Dynamic Universe is a Data skill for Claude Code, published by microprediction in precise.
Keyed Dynamic Universe maintains online covariance for named series when the set of names changes over time. Use it for streaming inputs as dicts keyed by asset or feature name instead of fixed-length vectors.
Keyed Dynamic Universe is cataloged under Data on DirSkills. Keyed Dynamic Universe comes from a repository tagged covariance-estimation, covariance-matrix, investment-portfolio and portfolio.
Documentation
In streaming/finance settings observations are dicts keyed by name, and the set of names changes. keyed
decorates any positional estimator to consume keyed dicts and emit keyed output.
pip install precise # add [pandas] for to_frame()
This is the opening of the README. Read the full README on GitHub.
Keyed Dynamic Universe is one of 6 skills that DirSkills catalogs from microprediction/precise, the repository it ships in. Its siblings there include Choose Covariance Estimator, Covariance Assessment and Covariance Scoring. Each one is a separate skill with its own page in this directory, installs the same way Keyed Dynamic Universe does, and is maintained by microprediction in that same repository. The rest of the collection is listed on the microprediction/precise page.
Keyed Dynamic Universe ranks #612 by stars among the 668 Data skills in this catalog. The most-starred ones next to it are Benchmark Methodology, Jupyter Notebook and Solana. DirSkills ranks by the star count of the repository each skill ships in, so that order reflects how popular those repositories are rather than any review of Keyed Dynamic Universe against them. Open each page to compare what they document and how they install.
Keyed Dynamic Universe is one of 6 skills cataloged on DirSkills from microprediction/precise.
Keyed Dynamic Universe is one of 668 Data skills cataloged on DirSkills, ranked #612 by stars among them.