القائمة
Use this skill when the user asks about pair trading, statistical arbitrage, cointegrated pairs, spread trading, hedge ratios, or market-neutral strategies.
التثبيت باستخدام Codex أو Claude انسخ هذا Prompt والصقه في Codex أو Claude أو مساعد آخر ليراجع صفحة Skill ويثبّتها لك.
استنادا إلى تصنيف SOC المهني
Use this skill when the user asks to backtest a strategy, evaluate historical performance, compare strategies, interpret Sharpe ratio or drawdown, validate a strategy's statistical reliability, or run walk-forward analysis. Also use when recommending any systematic trading strategy that should be validated against historical data before being proposed.
Use this skill when the user asks how much to invest, wants to plan or enter a trade, mentions position sizing, asks about their trading discipline or losses, or reviews their trade journal. Also use before endorsing any specific entry the user proposes.
Use this skill when the user asks about position sizing, stop-loss levels, portfolio risk, VaR, drawdown limits, risk/reward ratios, or when you are about to recommend an entry point for any trade. Always apply this skill before stating a specific price target, stop, or position size.
Use this skill when the user asks which strategy to use, how to build a trading system, how to select between trend-following and mean-reversion, what works in the current market regime, or when designing an entry/exit/stop framework for any equity or ETF. Also use when the user describes market conditions and wants a structured approach.
Use this skill when the user asks how a stock behaves around earnings, wants an earnings calendar, is planning a trade into or after an earnings report, or mentions post-earnings drift (PEAD).
Use this skill when the user asks for a report, brief, summary document, or export — daily market brief, sector report, stock deep-dive, portfolio review, or screening results — especially when they want it saved to a file or in HTML.
| name | pair-trading |
| description | Use this skill when the user asks about pair trading, statistical arbitrage, cointegrated pairs, spread trading, hedge ratios, or market-neutral strategies. |
| license | MIT |
| metadata | {"author":"quantagent","version":"1.0"} |
| allowed-tools | find_cointegrated_pairs, compute_spread_metrics, run_backtest_tool, detect_market_regime |
A pair trade is long one leg, short the other, betting the spread mean-reverts. The edge comes from cointegration — a stationary long-run relationship — not from correlation. Two stocks can be 0.95 correlated and still drift apart forever.
find_cointegrated_pairs with a sector
filter). Cross-sector "pairs" that pass the test are usually
statistical accidents; economic linkage (same industry, shared
inputs, substitute products) is what makes the relationship durable.compute_spread_metrics):
coint_pvalue < 0.05 — the Engle-Granger gate.half_life_days — expected mean-reversion speed. 5–30 days is
tradeable; None or 60+ means the spread doesn't revert usefully.hedge_ratio — units of leg B per unit of leg A for a
dollar-neutral-ish spread. Recompute periodically; it drifts.