Statistical arbitrage tool for identifying and analyzing pair trading opportunities. Detects cointegrated stock pairs within sectors, analyzes spread behavior, calculates z-scores, and provides entry/exit recommendations for market-neutral strategies. Use when user requests pair trading opportunities, statistical arbitrage screening, mean-reversion strategies, or market-neutral portfolio construction. Supports correlation analysis, cointegration testing, and spread backtesting.
Initial release of pair-trade-screener: a statistical arbitrage tool for market-neutral pair trading. - Detects cointegrated stock pairs using correlation and cointegration analysis. - Calculates spread z-scores to identify mean-reversion opportunities. - Generates entry and exit signals for trades based on statistical thresholds. - Recommends position sizing for market-neutral exposure. - Provides workflow for sector-based, custom, or industry-specific screening. - Supports spread analysis, backtesting, and risk management for pair trades.