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Dynamic Pairs Trading and Cointegration Analysis

Identify Cointegrated Trading Pairs and Generate Trading Signals

Advanced Pairs Trading Analysis Tool

This is a tool for identifying cointegrated stock pairs and analyzing their trading potential. It employs advanced statistical methods to test for cointegration, generate trading signals based on z-scores, and visualize key trading metrics.

Cointegration Identification

Identify pairs of assets, such as Stocks or Crypto pairs which statistically move together over time, using Engle-Granger and Johansen cointegration tests.

Pairs Trading Analysis

Analyze leading indicators and generate buy/sell signals based on z-score spreads. Evaluate the cumulative profit of the trading strategy to make informed investment decisions.

Key Features

  • Cointegration Identification: Detects cointegrated pairs using Engle-Granger and Johansen tests.
  • Trading Signals: Generates buy and sell signals based on z-scores of residuals.
  • Cross-Correlation & Granger Causality: Assesses lead-lag relationships and causal dynamics between asset pairs.
Pairs Trading Demo 2 Entreprenerdly Tool
Pairs Trading Demo 1 Entreprenerdly Tool

70,000+ Assets

Driving Analytics for Retail Investors

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Monthly

$8/month

Annual

$75/Year

Free

Free