Automated statistical arbitrage signal generator using cointegration analysis and mean-reversion strategies. This dashboard monitors 15 equity pairs across financials, energy, and retail sectors, identifying trading opportunities when pairs diverge beyond ±2 standard deviations.
Methodology: Pairs were identified using 252-day rolling correlation and Engle-Granger cointegration tests (p < 0.10) as of November 17, 2025. Signals generated when spread Z-scores exceed ±2σ thresholds. Built with AWS Lambda (Python), D3.js, and real-time data from Yahoo Finance.
Automated pairs trading dashboard monitoring 15 equity pairs.
View on desktop for full methodology.
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P-Value:
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Signal Strength:
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Status:
Diverged
(3 Days)
Recent Z-Scores:
AXP / BAC
Z-Scores
AXP / BAC
Normalized Prices