Compute Z-score signals for mean-reversion pair trading on two correlated instruments.
npx skills add https://github.com/GGwujun/SigmX --skill pair-trading-ggwujun
Please help me install this Agent Skill. Skill: pair-trading Source: https://github.com/GGwujun/SigmX/tree/main/agent/src/skills/pair-trading Command: npx skills add https://github.com/GGwujun/SigmX --skill pair-trading-ggwujun
Pair trading reduces the manual effort to identify and trade mean-reverting spreads between two correlated instruments by automatically computing ratio-based signals and execution-ready signals.
Provide two correlated instruments and run the engine to generate and backtest pair-trade signals.
High-intent search queries and answers about installing and using this skill.
To generate mean-reversion signals for a pair of correlated stocks, you compute the price ratio, rolling mean, and standard deviation to derive a Z-score, which then triggers long, short, or flat positions for each leg based on threshold crossings.
Pair trading is a strategy that takes a long position in a cheaper relative instrument and a short position in an expensive one. A Z-score spread works by measuring the distance of the price ratio from its rolling mean to signal entries and exits.
Yes, you can use this pair-trading technique with crypto assets like BTC and ETH. The engine requires exactly two correlated instruments, applying the ratio-based Z-score logic across inner-joined historical dates to output execution-ready signals.
You backtest a pair-trading strategy by providing two correlated instruments to the engine, which aligns their historical data using inner-joined dates, computes the ratio Z-score, and outputs per-asset long, short, or flat signals suitable for execution.
The main limitation of this ratio-based mean reversion setup is that it requires exactly two instruments and demands precise handling of NaN values during the lookback period to accurately compute rolling statistics and generate valid execution signals.
Yes, pair trading requires exactly two assets to calculate the rolling mean and standard deviation. The strategy constructs its mean-reversion signals by computing the price ratio Z-score between the two specific correlated instruments provided.
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