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stat-arb

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# Statistical Arbitrage

name: stat-arb
description: Statistical arbitrage — PCA-based, factor-neutral, sector-neutral portfolio construction. Use for stat-arb strategy development.

## When to Activate

- User wants to build a statistical arbitrage portfolio
- Decomposing returns using PCA to extract residual alpha
- Constructing sector-neutral or factor-neutral portfolios
- Trading mean reversion of residual returns
- Estimating capacity and managing risk of stat-arb strategies

## First Questions