statistical-arbitrage

What problem does it solve?

This Skill streamlines the process of developing, testing, and deploying statistical arbitrage strategies, ensuring reproducible research and robust production controls.

Core Features & Use Cases

• Hypothesis to Production: Guides users through defining hypotheses, building features, estimating edge, and stress-testing performance.
• Reproducible Research: Emphasizes leak-safe features, explicit controls, and deployable outputs.
• Use Case: Use this skill when you need to implement a mean-reversion strategy based on cointegration, ensuring its stability and performance under various market conditions before deployment.

Quick Start

Run the statistical arbitrage diagnostics script with your input data file.