What you can validate
Pairs trading & statistical arbitrage
Market-neutral spreads between related instruments.
Pairs and statistical-arbitrage strategies trade the spread between cointegrated or correlated instruments. We validate ratio spreads, Kalman-filtered hedge ratios, and beta-neutral baskets with half-life filtering and cointegration testing.
- Futures
- US equities
- Cross-asset
20 example backtests
Each sample report is being prepared and will be downloadable here.
- 01
Ratio-spread reversion between ES and NQ
Sample reportComing soon - 02
Cointegrated same-sector equity pair reversion
Sample reportComing soon - 03
Crude vs heating-oil crack-spread reversion
Sample reportComing soon - 04
Gold vs silver ratio mean reversion
Sample reportComing soon - 05
ETF-vs-basket arbitrage residual trading
Sample reportComing soon - 06
Rolling-hedge-ratio pairs (Kalman filter)
Sample reportComing soon - 07
Sector-neutral long/short residual reversion
Sample reportComing soon - 08
Treasury curve spread (ZN vs ZB) reversion
Sample reportComing soon - 09
Index-vs-constituent dispersion study
Sample reportComing soon - 10
Bollinger-band pairs-spread entries
Sample reportComing soon - 11
Cointegration-tested equity triplets
Sample reportComing soon - 12
Beta-neutral pair with dynamic sizing
Sample reportComing soon - 13
Calendar-spread reversion in energy futures
Sample reportComing soon - 14
Half-life-filtered spread universe scan
Sample reportComing soon - 16
Z-score entry/exit grid on a stable pair
Sample reportComing soon - 17
Mean-reverting basket of regional bank stocks
Sample reportComing soon - 18
Spread reversion with regime-aware stops
Sample reportComing soon - 20
Stat-arb portfolio with risk-budgeted legs
Sample reportComing soon
Have a pairs & stat-arb idea of your own?
Send us the rules in plain English. We confirm scope and feasibility, then validate it on the same institutional infrastructure.