Pairs#5tier 1live in production
pairs relative value
cadence: Dailydata: medium
Mechanism
Light-touch single-leg implementation: when the stock z-spread vs its sector ETF deviates beyond ±2σ, fade. Without explicit pair selection this is a simpler "relative value vs benchmark"
Data dependencies
daily_pricesAdjusted-close OHLCV for every US-listed ticker; primary price feed.
sector_etf_pricesWorker data table — see services/worker schema.
Expected edge
See referenced paper for original effect size; modern out-of-sample replication may be weaker.
Illustrative pattern only
NOT a backtestIllustrative pattern only — see /app for live backtests and the actual current equity curve.
Explore pairs relative value on alphactor.ai
See which tickers this family is currently firing on, with live signals and rankings.