relative-value
CommunitySpot cross-asset RV opportunities.
Finance & Accounting#risk-management#relative-value#arbitrage#cross-asset#basis-trade#convertible-arb
Authorbrainbytes-dev
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Relative value strategies help traders capitalize on temporary mispricings across related securities to profit from convergence to fair value.
Core Features & Use Cases
- RV signal construction: identify spreads, ratios, and cointegration-based mispricings.
- Multi-discipline trades: capital-structure arbitrage, convertible arbitrage, basis trades, and cross-asset spreads (including cash vs derivatives, CDS vs equity).
- Real-world use: exploit pricing gaps between related instruments (e.g., equity vs credit, CDS vs equity, or senior vs subordinated debt) and implement hedged, market-neutral strategies.
Quick Start
Backtest a simple relative-value trade by selecting two related instruments, calculating their spread, and testing mean-reversion entry and exit signals.
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: relative-value Download link: https://github.com/brainbytes-dev/everything-claude-trading/archive/main.zip#relative-value Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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