Individual skill
pair-trade-screener
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.
workflows/stock-trader-workflow/.claude/skills/pair-trade-screener/SKILL.md
Source commit d167b41af7f013d3d3c35dca87a6cc72817721d2
What was checked
- Matches the observed repository HEAD
- Yes
- Scanner rules are current
- Yes
- Repository scan complete
- No
- Skill scan complete
- No
- Observed behavior
- Network or broad shell
- Last checked
- Nov 7, 2026
These are observations at the recorded commit, not a guarantee of safety. Review the source before running it.
Install this skill
Choose an agent in your Stack or copy a command below. Commands fetch the pinned commit and copy only this skill directory. Existing destinations are refused. Copying a command does not install anything.
An install command is unavailable: current rules, complete repository and skill scans, an eligible behavior level and a permitted license are required.
Repository context
- Repository stars (not skill ratings)
- 291
- Repository last updated
- Jan 20, 2026
- License
- MIT
Observed agent integration: No specific integration evidence. Standard SKILL.md installation does not imply verified compatibility.
Files and excerpt
File metadata and permitted, redacted excerpts come from the recorded scan. Source links are pinned to that commit.
Browse files
README.mddoc · 9,735 bytesSKILL.mdcore · 18,702 bytesSKILL.mdcore · 18,702 bytesSKILL.mdcore · 18,702 bytesSKILL.mdcore · 18,702 bytesSKILL.mdcore · 18,702 bytesreferences/cointegration_guide.mddoc · 19,392 bytesreferences/methodology.mddoc · 22,886 bytesscripts/analyze_spread.pyruns · 13,762 bytesscripts/find_pairs.pyruns · 17,368 bytes
Read excerpt
# 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:**