domains / families / business / 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.
The two copies share the same frontmatter, overview, use cases, universe definition, data requirements, correlation/beta thresholds, and cointegration interpretation. They diverge on execution and prerequisites: the tradermonty copy specifies Python 3.9+, an FMP API key, statsmodels version pin, and a uv run command invoking skills/pair-trade-screener/scripts/find_pairs.py with --symbols/--sector/--lookback-days/--output; the LeoYeAI copy omits the prerequisites and uses a different script path and flags (python scripts/fetch_price_data.py --sector Technology --lookback 730). Crowning one would hide a real alternative execution path and dependency setup.