pair-trading
Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.
- Industry
- data-science
- License
- Unverified
- Source repo
- HKUDS/Vibe-Trading · ★ 22,765
- Source file
- agent/src/skills/pair-trading/SKILL.md
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