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cointegration-analysis
Cointegration testing for pairs trading using Engle-Granger, Johansen, and rolling stability analysis
skills/cointegration-analysis/SKILL.md
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# Cointegration Analysis
Cointegration testing identifies pairs of assets that share a long-run equilibrium
relationship, enabling statistical arbitrage and pairs trading strategies.
## What Is Cointegration?
Two price series are **cointegrated** when they are individually non-stationary
(random walks) but a linear combination of them is stationary (mean-reverting).
Intuitively, the prices may wander apart temporarily but are pulled back to an
equilibrium spread over time.
### Cointegration vs Correlation
