pair-trade-screener

Installation
SKILL.md

Pair Trade Screener

Overview

This skill identifies and analyzes statistical arbitrage opportunities through pair trading. Pair trading is a market-neutral strategy that profits from the relative price movements of two correlated securities, regardless of overall market direction. The skill uses rigorous statistical methods including correlation analysis and cointegration testing to find robust trading pairs.

Core Methodology:

  • Identify pairs of stocks with high correlation and similar sector/industry exposure
  • Test for cointegration (long-term statistical relationship)
  • Calculate spread z-scores to identify mean-reversion opportunities
  • Generate entry/exit signals based on statistical thresholds
  • Provide position sizing for market-neutral exposure

Key Advantages:

  • Market-neutral: Profits in up, down, or sideways markets
  • Risk management: Limited exposure to broad market movements
  • Statistical foundation: Data-driven, not discretionary
  • Diversification: Uncorrelated to traditional long-only strategies
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66
GitHub Stars
187
First Seen
Jan 24, 2026