pair-trade-screener - Screen and analyze market-neutral stock pairs
Screens correlated stocks for cointegration, analyzes spread behavior, calculates z-scores, and provides pair-trading signals and sizing.
Tags
Updated: 2026-10-07Capabilities
Typical Inputs
Typical Outputs
What this skill does
- Screen stock pairs
- Retrieve historical prices
- Calculate correlations and betas
- Test cointegration relationships
- Calculate spread z-scores
- Generate trade signals
- Size market-neutral positions
- Backtest spreads
Inputs
- Sector or industry selection
- Stock ticker list
- FMP API key
- Portfolio allocation
Outputs
- Pair screening results
- Correlation and cointegration statistics
- Spread and z-score analysis
- Entry and exit recommendations
- Market-neutral position sizing
- JSON output files
Requirements
- Python 3.9 or newer
- FMP API access
- FMP company screener access
- FMP historical-price access
- statsmodels 0.14.x