pair-trade-screener
CommunityFind mean-reverting stock pairs for neutrality.
Data & Analytics#Python#backtesting#pair-trading#market-neutral#FMP API#cointegration#mean-reversion
Authortradermonty
Version1.0.0
Installs0
System Documentation
What problem does it solve?
This Skill helps traders identify statistically robust stock pairs that exhibit cointegration, enabling reliable mean-reversion trades and market-neutral portfolios with clearly defined entry and exit rules.
Core Features & Use Cases
- Sector-based pair screening to scope candidates within Technology, Financials, and other sectors.
- Cointegration testing and hedge ratio estimation to establish a lasting long/short relationship.
- Z-score based entry/exit signals and ranked pair recommendations for practical trading ideas.
- JSON output suitable for pipeline integration and backtesting workflows.
Quick Start
- Run sector screening: python scripts/find_pairs.py --sector Technology --min-correlation 0.70 --lookback-days 730 --output technology_pairs.json
- Analyze a top pair: python scripts/analyze_spread.py --stock-a AAPL --stock-b MSFT --lookback-days 365
- Inspect results in technology_pairs.json and the generated analysis reports
Dependency Matrix
Required Modules
pandasnumpyscipystatsmodelsrequests
Components
scriptsreferences
💻 Claude Code Installation
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Please help me install this Skill: Name: pair-trade-screener Download link: https://github.com/tradermonty/claude-trading-skills/archive/main.zip#pair-trade-screener Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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