the-pairs-trader
OfficialMean-reverting cointegration pair trading.
Finance & Accounting#cointegration#mean-reversion#quant#pairs-trading#hedge-ratio#stat-arb#spread-trading
Authorcubexch
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Identify and trade cointegrated asset pairs using statistical arbitrage to exploit mean-reverting spreads.
Core Features & Use Cases
- Pair discovery: Scan markets to identify cointegrated pairs with strong correlation and mean-reversion signals.
- Hedge ratio optimization: Compute rolling beta to size legs correctly.
- Spread monitoring & signals: Real-time spread z-score, entry/exit decisions, risk controls.
- Execution framework: Simultaneous long/short entries with safeguards and P&L attribution.
Quick Start
Provide two assets to compare and I will compute the spread, hedge ratio, and entry 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: the-pairs-trader Download link: https://github.com/cubexch/ai-fund/archive/main.zip#the-pairs-trader Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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