pairs-trading-lab
portfolio

Portfolio — pairs as a book.

Risk-parity sizing across pairs, β-to-market exposure, Amihud liquidity and half-life filters, and a correlation-of-pairs heatmap to surface clusters of redundant edge. All computed from default backtest results — adjust filters to see the book change.

Filters

Half-life ceiling50 bars
reject pairs whose mean reversion is too slow to trade
Amihud percentile cap0.85
keep pairs whose worse leg is in this percentile or better
Universe
12 candidate pairs · 9 passing screens · 9 cointegrated at 5%.

Aggregate book

risk-parity weighted
Net β to mkt0.78weighted leg-A β
Pairs in book9
Mean Sharpe-0.03
Mean half-life8.3bars

Combined equity (risk-parity)

Pair-by-pair table

extended risk + capacity
PairSectorβCointKPSS½-lifeAmihudβmktSharpeCVaR95UlcerCap $TotalStatus
MEGA/WHENBanks0.963.30.000.98-0.19-2.30%0.0923$5.1M-15.2%in book
NORTH/SOUTHEnergy0.937.40.000.93-0.08-2.17%0.1580$2.6M-8.1%in book
SAGE/OAKETech1.089.00.001.21-0.00-2.70%0.0802$2.6M-6.4%in book
AURA/KINSConsumer1.2314.70.000.770.23-2.37%0.0666$1.7M+11.7%in book
PYRE/VALEIndustrials0.3443.90.001.07-0.35-2.22%0.1597$3.8M-22.5%not coint
ATLO/BERNHealthcare0.60206.40.000.03-1.14-0.84%0.2180$3.6M-23.8%not coint
QUARK/LEPTNSemis1.014.70.001.500.35-2.08%0.0579$4.2M+19.8%in book
PRISM/ARRAYComms1.147.30.000.89-0.46-1.94%0.2172$6.9M-25.3%in book
ROOK/PAWNREITs0.9713.50.000.430.13-2.26%0.0899$1.6M+4.4%in book
AMP/VOLTUtilities0.863.10.000.510.13-1.94%0.1053$4.1M+4.1%in book
FERR/CUPRMaterials0.9014.30.001.070.12-2.51%0.1343$1.5M+3.4%illiquid
GUARD/WALLInsurance0.2711.40.000.73-0.36-1.99%0.1317$1.6M-20.7%in book

Capacity is a conservative proxy: 1% of the mean dollar volume on the worse leg. Real-money trading should size against actual ADV percentage and impact-curve estimates (Almgren-Chriss). KPSS column shows ✔ when the spread fails to reject stationarity at 5% — a complementary stamp to the Engle-Granger column.

Sizing — inverse-vol vs risk-parity

Inverse-volatility is the closed-form solution when strategies are uncorrelated; risk-parity adjusts for the off-diagonal covariance and matches when correlations are zero.

Correlation of strategy returns

MEGANORTHSAGEAURAQUARKPRISMROOKAMPGUARD
MEGA1.00-0.010.04-0.000.020.030.010.01-0.02
NORTH-0.011.000.01-0.03-0.01-0.07-0.010.05-0.07
SAGE0.040.011.00-0.00-0.020.08-0.010.020.05
AURA-0.00-0.03-0.001.000.04-0.000.040.010.03
QUARK0.02-0.01-0.020.041.000.04-0.030.010.02
PRISM0.03-0.070.08-0.000.041.000.030.010.01
ROOK0.01-0.01-0.010.04-0.030.031.00-0.040.02
AMP0.010.050.020.010.010.01-0.041.00-0.04
GUARD-0.02-0.070.050.030.020.010.02-0.041.00

Daily P&L correlations. Yellow = positive, red = negative. Clusters around 1.0 mean two pairs deliver effectively the same edge — risk-parity will down-weight the redundant ones.