Calculate Z-scores of price ratios to generate long-short mean-reversion signals.
npx skills add https://github.com/hxhyyy/Vibe-Trading --skill pair-trading-hxhyyy
Please help me install this Agent Skill. Skill: pair-trading Source: https://github.com/hxhyyy/Vibe-Trading/tree/main/agent/src/skills/pair-trading Command: npx skills add https://github.com/hxhyyy/Vibe-Trading --skill pair-trading-hxhyyy
This Skill addresses the challenge of identifying and executing mean-reversion trades between two correlated financial instruments, removing the need for manual spread monitoring and calculation.
Use the pair-trading skill to generate signals for the BTC-USDT and ETH-USDT pair using a 60-day lookback window.
High-intent search queries and answers about installing and using this skill.
This skill calculates the Z-score for mean-reversion trading by computing the rolling mean and standard deviation of the price ratio between two correlated financial instruments, generating long-short signals based on statistical deviation thresholds.
You can automate long-short signal generation for correlated crypto assets by configuring Z-score thresholds, which triggers entry signals capturing expected price convergence when the spread deviates significantly from the historical mean.
Yes, you need pandas and numpy to run these quantitative trading calculations, as the skill requires them for executing rolling window calculations and vectorizing the long-short trading signals.
Yes, you can use a 60-day lookback window to monitor a BTC and ETH trading pair, generating automated long-short hedge signals when the price ratio spread deviates from the historical mean.
The best way to identify statistical anomalies in asset price ratios is calculating the Z-score of the spread, which highlights when current prices deviate significantly from historical rolling averages to signal mean-reversion.
You should not use a mean-reversion approach when the statistical correlation between the two financial instruments breaks down, as the Z-score signals become invalid if the assets stop exhibiting historically correlated price ratios.
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