Identify cointegrated asset pairs and compute hedge ratios for mean-reverting spread trading.
npx skills add https://github.com/cubexch/ai-fund --skill the-pairs-trader
Please help me install this Agent Skill. Skill: the-pairs-trader Source: https://github.com/cubexch/ai-fund/tree/main/skills/pairs-trader Command: npx skills add https://github.com/cubexch/ai-fund --skill the-pairs-trader
Identify and trade cointegrated asset pairs using statistical arbitrage to exploit mean-reverting spreads.
Provide two assets to compare and I will compute the spread, hedge ratio, and entry signals.
High-intent search queries and answers about installing and using this skill.
To identify cointegrated asset pairs for statistical arbitrage, scan connected markets to find pairs exhibiting strong correlation and mean-reversion signals. This Skill automates pair discovery by testing asset combinations to isolate those with statistically significant cointegration suitable for spread trading.
Computing the hedge ratio for mean-reversion spread trading is done by calculating a rolling beta between the two assets. This optimizes leg sizing for the pair, ensuring the long and short positions are correctly balanced to construct a stationary mean-reverting spread.
Entry and exit signals for a pairs trading strategy are generated by monitoring the real-time spread z-score. When the z-score deviates significantly from its mean, it triggers entry or exit decisions, applying strict risk controls to manage simultaneous long and short executions.
Yes, you can apply pairs trading to any asset pair across connected markets. The Skill requires only two assets to compare, computing the spread, dynamic hedge ratio, and entry signals universally, provided the markets support real-time spread monitoring.
Statistical arbitrage pair trading relies on cointegration rather than simple correlation. If assets lack a statistically significant cointegrating relationship and mean-reverting spread behavior, the strategy's entry and exit signals lose validity and should not be traded.
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