A public tier of our systematic pairs-trading desk: cointegration-scored spreads with z-scores, half-lives and long/short signals.
| Field | Type | Note |
|---|---|---|
| pairId | string | e.g. KO/PEP |
| zScore | number | spread deviation |
| halfLife | number | mean-reversion, days |
| signal | enum | long-spread · short-spread · flat |
| cointegrationP | number |
| pair | z | half-life | signal |
|---|---|---|---|
| KO / PEP | -2.3 | 14d | long-spread |
| XOM / CVX | +1.9 | 9d | short-spread |
| V / MA | -0.4 | 21d | flat |
Illustrative schema preview — synthetic values, not a live feed.
A public tier of our live cointegration/pairs desk — Pro signal feed, Business for full backtest + weights.
Wholly our quantitative research (the Ultron pairs/cointegration engine). Ours outright.
Research and education only — not financial advice. TENKis not a registered investment adviser or broker-dealer and gives no personalized advice. Every call is impersonal — identical for all users, generated on a schedule from SEC filings plus a delayed/third-party price feed — may be wrong or out of date, and is not a recommendation to buy or sell any security. The operator and an affiliated trading operation may hold or trade the securities TENK rates; see Disclosures. Past performance does not guarantee future results. Do your own research.