pair-trade-screener

pair-trade-screener is a skill for Claude Code from mphinance/alpha-skills. It costs 87 tokens per session (4,598 once invoked), scanned A, a copy of pair-trade-screener, MIT.

A statistical tool for finding pairs of stocks whose prices have historically moved together. It tests their long-term relationship, measures how far their price spread has moved from normal, and identifies possible relative-value trades.

In plain words
What is it for?
Use it to find related stocks within sectors, review spread z-scores, identify possible entry and exit points, and estimate sizing for both sides of a pair trade.
Why use it?
It helps look for market-neutral pair trades, which focus on one stock outperforming another rather than relying mainly on the overall market direction. Statistical tests replace a purely visual comparison.

Skill for Claude Code

Written for Claude Code: shipped in a Claude Code plugin. Also seen: positional $N argument.

Needs its repository: it runs a file that does not travel with it, so clone the repository first. The line is python scripts/fetch_price_data.py --sector Technology --lookback 730.

Part of the quant-skills plugin — 60 skills shipped together

Good fit Use it to find related stocks within sectors, review spread z-scores, identify possible entry and exit points, and estimate sizing for both sides of a pair trade.

Compare 6 skills from other repositories ↓
Install

Getting it into your agent

It runs from inside its repository, so the clone comes first — what it calls does not travel with the file alone.

Clone the repo
git clone --depth 1 https://github.com/mphinance/alpha-skills
agentmods
npx agentmods add skills/mphinance/alpha-skills/pair-trade-screener

Made for: Claude Code.

Or install quant-skills, the plugin that ships this one along with the rest of its 60 skills.

Wrote this? Show the measurements

A badge with what this costs and how it scanned, read live from this page, so it follows the numbers instead of freezing them. Markdown for a README, HTML for a documentation site or a project page.

agentmods badge for pair-trade-screener

README.md
[![agentmods](https://agentmods.dev/badge/skills/mphinance/alpha-skills/pair-trade-screener/github.svg)](https://agentmods.dev/skills/mphinance/alpha-skills/pair-trade-screener)
Your own site
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/pair-trade-screener"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/pair-trade-screener/github.svg" alt="Measured on agentmods" height="20"></a>

Or the 80×15 button, for a site that already has a row of RSS and ATOM ones. Only the verdict fits; the numbers stay here.

agentmods 80×15 button for pair-trade-screener

Your own site · 80×15
<a href="https://agentmods.dev/skills/mphinance/alpha-skills/pair-trade-screener"><img src="https://agentmods.dev/badge/skills/mphinance/alpha-skills/pair-trade-screener.svg" alt="Reviewed on agentmods" width="80" height="20"></a>
Per session 87 Skills are progressive disclosure: only the name and description are preloaded; the body loads when the skill is used.
When invoked 4,598 The whole file, excluding the scripts and references it only reads on demand.
Security scan A 0 findings. A grade says what 26 rules found in the file — not that it is safe.
Origin 86% copy Near-identical to another mod in the catalogue.
Token cost

What it costs to keep this loaded

Counted locally with the o200k_base tokenizer, which is exact for GPT models; Claude uses its own tokenizer and its counts differ. Treat this as one consistent yardstick across the catalogue rather than a bill. Prices are per million input tokens.

ModelPer sessionOnce invoked
Fable 5.1 $0.00087 $0.04598
Opus 5.5 $0.00035 $0.01839
Sonnet 5.5 $0.00017 $0.00920
Haiku 4.5 $0.00009 $0.00460

Measured 1mo ago against content hash f79ba78e8714, method: parsed. Prices are Anthropic first-party input rates as of 2026-10-07, from the pricing page.

Security

Grade A, and why

pair-trade-screener scanned grade A with 0 findings against 26 rules in 11 categories — prompt injection, anti-refusal, data exfiltration, privilege escalation, supply chain, agent snooping, system-prompt leakage, SSRF and excessive agency — measured 1mo ago.

The scan reads SKILL.md. This mod also ships 2 executable files (scripts/analyze_spread.py, scripts/find_pairs.py), listed below but not scanned — reading those needs a real analyzer, not pattern matching.

A static scan of the body, not an audit. Every finding is printed with the line that produced it so you can judge whether it matters here. A mod is markdown that instructs an agent; that is exactly why what it instructs is worth reading.

Nothing flagged

None of the 26 patterns this scan looks for appear in this file: no shell pipes, no recursive deletes, no credential paths, no hidden text, no instruction-override or anti-refusal phrasing, no agent-config snooping. That is not a guarantee, it is the absence of the things that are checkable.

Origin

This is a copy

86% identical to pair-trade-screener — 70 lines differ, which has more behind it and is treated as the original. This page carries a canonical link to it rather than competing with it.

plugins/quant-skills/skills/pair-trade-screener/SKILL.md · 623 lines

How it starts

The opening of the file, as written. The whole thing — 623 lines — stays where its author put it; the contents beside it link to each section on GitHub.

Pair Trade Screener

Overview

This skill identifies and analyzes statistical arbitrage opportunities through pair trading. Pair trading is a market-neutral strategy that profits from the relative price movements of two correlated securities, regardless of overall market direction. The skill uses rigorous statistical methods including correlation analysis and cointegration testing to find robust trading pairs.

Core Methodology:

  • Identify pairs of stocks with high correlation and similar sector/industry exposure
  • Test for cointegration (long-term statistical relationship)
  • Calculate spread z-scores to identify mean-reversion opportunities
  • Generate entry/exit signals based on statistical thresholds
  • Provide position sizing for market-neutral exposure

Key Advantages:

  • Market-neutral: Profits in up, down, or sideways markets
  • Risk management: Limited exposure to broad market movements
  • Statistical foundation: Data-driven, not discretionary
  • Diversification: Uncorrelated to traditional long-only strategies

When to Use This Skill

Use this skill when:

  • User asks for "pair trading opportunities"
  • User wants "market-neutral strategies"
  • User requests "statistical arbitrage screening"
  • User asks "which stocks move together?"
  • User wants to hedge sector exposure
  • User requests mean-reversion trade ideas
  • User asks about relative value trading

Example user requests:

  • "Find pair trading opportunities in the tech sector"
  • "Which stocks are cointegrated?"
  • "Screen for statistical arbitrage opportunities"
  • "Find mean-reversion pairs"
  • "What are good market-neutral trades right now?"

Analysis Workflow

Step 1: Define Pair Universe

Objective: Establish the pool of stocks to analyze for pair relationships.

Option A: Sector-Based Screening (Recommended)

Select a specific sector to screen:

  • Technology
  • Financials
  • Healthcare
  • Consumer Discretionary
  • Industrials
  • Energy
  • Materials
  • Consumer Staples
  • Utilities
  • Real Estate
  • Communication Services

Read the full file on GitHub · 623 lines

Files

What ships with it

5 files beside SKILL.md in the same directory: the scripts, references and assets a skill reads on demand. Not counted in the per-session cost; read them before you install if any of them is executable.

Changes

What this file has done since we first saw it

Hashed on every crawl. A supply-chain change to an agent config is a question of when, not whether, so the history is kept rather than the latest state alone.

  1. 1mo ago First seen · 623 lines · 87 tokens per session scan A f79ba78e8714

Subscribe to this mod's changes

pair-trade-screener is a skill published in the GitHub repository mphinance/alpha-skills (28 stars, last pushed 10d ago), licensed MIT. It adds 87 tokens to every session and 4,598 once invoked, about $0.0003 per session on Opus 5.5. A static security scan graded it A with 0 findings. It is 86% identical to pair-trade-screener, differing in 70 lines, and is treated as a copy.

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