Most traders are betting on a coin flip and calling it strategy. You spot a pattern, convince yourself the market's about to move your way, then it doesn't.
Hedge funds ditched direction-guessing decades ago. They trade the gap between two assets instead. Prove us wrong.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: GRTUSDT vs HBARUSDT
Capital allocation for the spread:
🟢 LONG GRTUSDT - 42.6%
🔴 SHORT HBARUSDT - 57.4%
StatArb Metrics:
▪️ Z-score: -3.37
▪️ Correlation: 0.7503
▪️ P-value: 0.0042
▪️ Stability: Moderate
💡 The spread has deviated from its equilibrium by more than three standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: GRTUSDT vs XRPUSDT
Capital allocation for the spread:
🟢 LONG GRTUSDT - 38.5%
🔴 SHORT XRPUSDT - 61.5%
StatArb Metrics:
▪️ Z-score: -2.69
▪️ Correlation: 0.7301
▪️ P-value: 0.0056
▪️ Stability: Stable
💡 The spread has deviated from its equilibrium by more than two standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: FILUSDT vs SANDUSDT
Capital allocation for the spread:
🟢 LONG FILUSDT - 59.7%
🔴 SHORT SANDUSDT - 40.3%
StatArb Metrics:
▪️ Z-score: -2.96
▪️ Correlation: 0.7164
▪️ P-value: 0.0016
▪️ Stability: Moderate
💡 The spread has deviated from its equilibrium by more than two standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
Delta-neutral sounds like something only a quant understands. It's not
Two stocks that move together, one jumps, the other doesn't, and you don't care if the market goes up or down tomorrow. You only care that the gap closes
That's delta-neutral, simpler than it sounds, right?
📊 PairTrade Signal | 🔴 SHORT SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: VETUSDT vs VIRTUALUSDT
Capital allocation for the spread:
🟢 LONG VETUSDT - 32.3%
🔴 SHORT VIRTUALUSDT - 67.7%
StatArb Metrics:
▪️ Z-score: +2.62
▪️ Correlation: 0.7221
▪️ P-value: 0.0151
▪️ Stability: Moderate
💡 The spread has deviated from its equilibrium by more than two standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: JUPUSDT vs ONDOUSDT
Capital allocation for the spread:
🟢 LONG JUPUSDT - 54%
🔴 SHORT ONDOUSDT - 46%
StatArb Metrics:
▪️ Z-score: -2.65
▪️ Correlation: 0.7349
▪️ P-value: 0.0461
▪️ Stability: Moderate
💡 The spread has deviated from its equilibrium by more than two standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: FLOKIUSDT vs LINKUSDT
Capital allocation for the spread:
🟢 LONG FLOKIUSDT - 42.7%
🔴 SHORT LINKUSDT - 57.3%
StatArb Metrics:
▪️ Z-score: -3.01
▪️ Correlation: 0.7822
▪️ P-value: 0.0478
▪️ Stability: Stable
💡 The spread has deviated from its equilibrium by more than three standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.
📊 PairTrade Signal | 🟢 LONG SPREAD
Setup Info:
▪️ Category: Crypto
▪️ Assets: OPUSDT vs XECUSDT
Capital allocation for the spread:
🟢 LONG OPUSDT - 38.6%
🔴 SHORT XECUSDT - 61.4%
StatArb Metrics:
▪️ Z-score: -5.85
▪️ Correlation: 0.6351
▪️ P-value: 0.0396
▪️ Stability: Weak
💡 The spread has deviated from its equilibrium by more than five standard deviations while the pair remains cointegrated, indicating a potential mean-reversion setup.