Statistical Arbitrage

5:10:16 AM

279

Pairs

327

Cointegrations

7

Long Signals

15

Short Signals

1.00

Avg |Z|

13.3

Avg Half-Life

Entry: |Z| > 2 Exit: |Z| < 0.5 Stop: |Z| > 3.5 Coint. p < 0.05
15 / 15 Cointegrations
BNB/ETH1h LONG
-2.241
3.61%16.9
BNB/LIT1d
+0.883
0.04%4.5
BTC/IP1d
-1.215
4.56%3.6
DOGE/xyz:GOLD1h EXIT
+0.050
0.45%10.5
IP/ZEC1d EXIT
-0.289
4.35%12.3
IP/xyz:GOLD1h EXIT
+0.197
2.55%11.1
LTC/ADA1h
+0.865
0.53%8.4
LTC/PAXG1h EXIT
+0.422
0.35%10.8
LTC/TRX1h
+1.009
4.79%15.1
MORPHO/WLD1h
+0.960
0.95%10.0
SUI/AAVE1d
-1.783
3.15%4.2
SUI/ASTER5m
+1.422
3.60%29.8
TAO/BNB1h
+1.179
3.98%13.3
TAO/LTC1h
+1.234
0.92%11.7
VVV/MON1h
+0.688
0.76%9.5

+312 more cointegrated pairs hidden

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