pair-trading
OfficialHedge risk with mean reversion pair trading
AuthorHKUDS
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This skill removes the manual effort of watching two correlated instruments by translating their ratio and Z-score into actionable pair trading signals that seize mean-reversion moves.
Core Features & Use Cases
- Signal generation: Computes the spread ratio, rolling mean, standard deviation, and Z-score to signal long A/short B or the opposite when deviations exceed entry thresholds and quiet the position near the exit band.
- Risk-aligned parameters: Users can tune lookback, entry_z, and exit_z to balance responsiveness and noise filtration for both equities and crypto pairs.
- Use case: Deploy it on a pair like BTC-USDT and ETH-USDT to hedge volatility by always taking opposing directional exposure and closing when the ratio normalizes.
Quick Start
Ask the pair trading skill to monitor BTC-USDT and ETH-USDT with a 60-bar lookback and signal opposing long-short positions when the spread Z-score crosses ±2 or reverts within 0.5.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: pair-trading Download link: https://github.com/HKUDS/Vibe-Trading/archive/main.zip#pair-trading Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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