Pairs Trading Analysis

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.

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.

70,000+ Stocks

Driving Analytics for Retail Investors

Monthly

$8/Year

Annual

$75/Year

Dynamic Pairs Trading and Cointegration Analysis

Identify Cointegrated Trading Pairs and Generate Trading Signals

Advanced Pairs Trading Analysis Tool

Cointegration Identification