cross-asset-arbitrage-engine

What problem does it solve?

Statistical arbitrage, triangular arbitrage, basis trades, and convergence detection across instruments. Use this skill whenever the user asks about "arbitrage", "stat arb", "pairs trading", "triangular arbitrage", "convergence trade", "mean reversion pair", "cointegration", "basis trade", "spread trading", "relative value", "mispricing detection", or any cross-asset relative value strategy. Works with pair-correlation-engine and mt5-chart-browser.

Core Features & Use Cases

• Cointegration tests (cointegration_test) to identify mean-reverting relationships between price series.
• Hedge ratio estimation (hedge_ratio) for constructing and sizing pairs trades.
• Triangular arbitrage checks (triangular_arb_check) across currency triples.
• Spread signals (spread_z_score_signals) for automated entry/exit based on z-scores.
• Scans for cointegrated pairs (scan_cointegrated_pairs) across a set of assets.

Quick Start

Input two price series to detect cointegration, compute hedge ratios, and generate actionable cross-asset arbitrage signals.