Pairs trading / statistical-arbitrage strategy via Longbridge Securities — tests cointegration between two correlated assets using the Engle-Granger (ADF) method, computes the optimal hedge ratio via OLS, calculates spread Z-score, half-life of mean reversion, and generates entry/exit signals (long spread when Z > 2, short spread when Z < -2, exit when |Z| < 0.5).
Install
The individual skill folder is not confirmed. This command opens the repository’s skill selector; follow the upstream instructions.
skills CLI
npx skills add longbridge/skills