Generate mean-reversion signals from rolling Z-scores of two correlated instruments.
npx skills add https://github.com/loanntc/Paave --skill pairs-trading-loanntc
Please help me install this Agent Skill. Skill: pairs-trading Source: https://github.com/loanntc/Paave/tree/main/skills/pair-trading Command: npx skills add https://github.com/loanntc/Paave --skill pairs-trading-loanntc
This Skill helps you generate long-short trading signals that exploit temporary divergences in the price relationship of two correlated instruments, aiming for eventual mean reversion.
Generate signals for exactly two instruments by providing a mapping of their OHLCV DataFrames keyed by instrument code to the pair trading signal engine.
High-intent search queries and answers about installing and using this skill.
Mean reversion trading signals are generated by computing the rolling Z-score of the price ratio between two correlated instruments, triggering entry and exit positions when the ratio deviates from its historical mean.
Yes, pair trading signals support daily cryptocurrency strategies by applying Z-score thresholds to aligned OHLCV data, allowing you to enter and exit long-short positions for assets like BTC and ETH.
In a long-short pair strategy, entry thresholds open opposite-direction positions when the rolling Z-score crosses configured limits, while exit thresholds close positions as the price ratio reverts toward its rolling average.
Yes, calculating rolling Z-score price ratio signals requires exactly two instruments, performing an inner join on their time indexes to align dates before computing the ratio mean and standard deviation.
The best way to align time series data for pair trading is using an inner join on the date indexes of exactly two instruments, ensuring synchronized price ratios for accurate rolling Z-score calculations.
Yes, using pandas DataFrames, the signal engine outputs hedge-aligned pair positions with equal 50/50 capital allocation, producing opposite-direction signals for the two legs of the pair.
santoosaraujoCalculate rolling Z-scores of price ratios to generate long-short trading signals.
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loanntcIdentify correlated assets and validate long-run co-movement for pairs trading.
hxhyyyCalculate Z-scores of price ratios to generate long-short mean-reversion signals.
