Agent skill · data analytics · tradermonty
pair-trade-screener
Statistical arbitrage tool for identifying and analyzing pair trading opportunities. Detects cointegrated stock pairs within sectors, analyzes spread behavior, calculates z-scores, and provides entry/exit recommendations for market-neutral strategies. Use when user requests pair trading opportunities, statistical arbitrage screening, mean-reversion strategies, or market-neutral portfolio construction. Supports correlation analysis, cointegration testing, and spread backtesting.
Why this skill is useful
Provides statistical methods for identifying cointegrated stock pairs and generating market-neutral trading signals that the AI wouldn't reliably generate on its own.
What it needs
Requires python, statsmodels installed locally. Requires fmp account access. About 11k tokens when loaded. Last updated 2026-08-06. 2,581 stars on the source repository.
What this skill does
Pair Trade Screener Overview This skill identifies and analyzes statistical arbitrage opportunities through pair trading. Pair trading is a market-neutral strategy that profits from the relative price movements of two correlated securities, regardless of overall market direction. The skill uses rigorous statistical methods including correlation analysis and cointegration testing to find robust trading pairs. Core Methodology: Identify pairs of stocks with high correlation and similar sector/industry exposure Test for cointegration (long-term statistical relationship) Calculate spread z-scores to identify mean-reversion opportunities Generate entry/exit signals based on statistical thresholds Provide position sizing for market-neutral exposure Key Advantages: Market-neutral: Profits in up, down, or sideways markets Risk management: Limited exposure to broad market movements Statistical foundation: Data-driven, not discretionary Diversification: Uncorrelated to traditional long-only strategies When to Use This Skill Use this skill when: User asks for "pair trading opportunities" User wants "market-neutral strategies" User requests "statistical arbitrage screening" User asks "which stocks move together?" User wants to hedge sector exposure User requests mean-reversion trade ideas User asks about relative value trading Example user requests: "Find pair trading opportunities in the tech sector" "Which stocks are cointegrated?" "Screen for statistical arbitrage opportunities" "Find mean-reversion pairs" "What are good market-neutral trades right now?" Prerequisites Python 3.9 or newer An FMP API key with access to the company screener and historical-price endpoints statsmodels>=0.14,<0.15 for ADF and autoregression calculations Set the API key without placing it on the command line or in a committed file: Run the scripts from the repository root with the statistical dependency isolated to the command: Analysis Workflow Step 1: Define Pair Universe Objective: Establish the …
How to use it
Reference it in AdaL, Claude Code, Cursor or any coding agent — nothing to install:
@skills tradermonty/pair-trade-screener