cross-asset-arbitrage-engine

To detect cointegration for pairs trading, you input two price series into the engine to run statistical cointegration tests. This identifies mean-reverting relationships and estimates OLS hedge ratios to construct market-neutral spread positions.

Calculating triangular arbitrage opportunities requires checking currency triples for pricing discrepancies. The engine performs triangular arbitrage checks across instrument sets to detect mispricing and calculate actionable convergence trades.

Spread signals for mean reversion strategies are generated by computing z-scores of the price spread between instruments. The engine automates entry and exit triggers based on configurable z-score thresholds derived from the cointegrated series.

Yes, you can scan multiple assets to find cointegrated pairs automatically. The engine includes a cointegrated-pairs scanner that processes a set of time-series instruments and outputs configurable results identifying statistically valid pairs.

Yes, the engine supports basis trades and relative value mispricing detection. It processes cross-asset time-series data to identify convergence opportunities, enabling statistical arbitrage across multiple instruments using hedge ratios and spread signals.