发现和使用优秀的技能扩展
用于识别和分析配对交易机会的统计套利工具。在行业内检测协整股票对,分析价差行为,计算Z分数,并为市场中性策略提供入场/出场建议。当用户请求配对交易机会、统计套利筛选、均值回归策略或市场中性投资组合构建时使用。支持相关性分析、协整检验和价差回测。
Statistical arbitrage tool for identifying and analyzing pair trading opportunities. Detects cointegrated stock pairs within sectors, analyzes spread behavior, calculates z-scores, and provides entry/exit recommendations for market-neutral strategies. Use when user requests pair trading opportunities, statistical arbitrage screening, mean-reversion strategies, or market-neutral portfolio construction. Supports correlation analysis, cointegration testing, and spread backtesting.