Longbridge Pairs Trading | Agent Skills Atlas

About this skill

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). Triggers: "配对交易", "统计套利", "协整", "价差交易", "对价交易", "双股套利", "配對交易", "統計套利", "協整", "價差交易", "pairs trading", "statistical arbitrage", "cointegration", "spread trading", "mean reversion pairs", "hedge ratio", "half-life", "ADF test", "Kalman filter", "Z-score spread", "spread mean reversion".

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0 potential findings · Scanned 11/4/2026 · Scanner 0.2.1

Content SHA-256: 4867a994616bb88a8ff1e2be91e5a1631e7daa9b4e2889fa3fe139cf31b353e0

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Original listing metadata

Original name

longbridge-pairs-trading

Original description

About this listing

Category: Science & research
Reported license: MIT
Listing language (estimated): English
Review status: Not individually reviewed
Agent compatibility: Atlas installation supports Claude Code, Codex, and Cursor. Skill-specific dependencies and features are checked during setup.