{"uid":"cap_k6SM98w7RLV7yRCO0whfh","slug":"arbipulse-statistical-arbitrage-pairs-analysis-bcb99082","name":"ArbiPulse Statistical Arbitrage Pairs Analysis","description":"Statistical arbitrage — cointegrated pairs with z-score signals across crypto, equities, forex and DeFi. For quant and trading agents.","url":"https://arbipulse.vercel.app/api/pairs","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","properties":{"asset_a":{"type":"string","description":"first asset symbol, e.g. BTC"},"asset_b":{"type":"string","description":"second asset symbol, e.g. ETH"},"asset_class":{"type":"string","description":"crypto | equities | forex | defi (default: crypto)"},"lookback_days":{"type":"string","description":"historical lookback for correlation, e.g. 30"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"errors":{"type":"object","description":"Documented error responses, keyed by HTTP status code","additionalProperties":{"type":"object","required":["description"],"properties":{"example":{"type":"object"},"description":{"type":"string"}}}},"example":{"type":"object"}}}}},"responseSchema":{"type":"json","example":{"risks":["Correlation can break permanently (e.g. ETH merge changed dynamics)","Crypto market structure shifts make historical z-scores unreliable","Both legs can move adversely in a flash crash"],"asset_a":"BTC","asset_b":"ETH","scan_time":"2026-06-06T12:00:00Z","asset_class":"crypto","trade_signal":{"action":"long_a_short_b","rationale":"ETH/BTC at 1.8 std devs above 30d mean. If historical correlation holds, ETH likely to underperform BTC short-term.","exit_condition":"ETH/BTC ratio returns to 0.052 (30d mean)","entry_condition":"ETH/BTC ratio above 0.054 (current: 0.056)","stop_loss_condition":"ETH/BTC ratio exceeds 0.060 (3 std devs)","estimated_profit_bps":380,"typical_holding_period":"3-10 days"},"size_guidance":{"hedge_ratio":1,"dollar_neutral":true,"recommended_notional_per_leg":"$5,000-$50,000","max_position_size_pct_of_capital":5},"current_signal":{"signal_strength":"moderate","spread_direction":"asset_b_premium","estimated_z_score":1.8,"current_relationship":"ETH is trading at a premium to its historical BTC ratio. ETH/BTC ratio elevated vs 30-day average."},"pair_statistics":{"historical_context":"BTC/ETH is one of the most studied crypto pairs. The ETH/BTC ratio (currently 0.052) oscillates between 0.04 and 0.07 across cycles.","mean_reversion_speed":"medium (1-7d)","typical_spread_behavior":"ETH typically prices at 6-8% of BTC value. Deviations >2 standard deviations historically revert within 2-7 days.","cointegration_assessment":"strong","estimated_correlation_30d":0.87},"pulse_suggestions":[],"related_pairs_to_watch":["ETH/SOL","BTC/SOL","WBTC/WETH on-chain spread"],"asset_class_specific_notes":"Crypto pairs are highly correlated in bull markets but diverge on asset-specific news (ETH upgrades, BTC halving). Trade through perpetual futures for easy short access."}},"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.15","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"settled","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.15/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.15","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.15","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_D8Vr3blrLjgoRmMhHWrIw","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.15","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Returns cointegrated pairs analysis with z-score signals for identifying statistical arbitrage opportunities across crypto, equities, forex, and DeFi markets","exampleAgentPrompt":"Can you scan for the top cointegrated pairs right now across crypto and equities with z-scores above 2.0 — I want to see which spreads are the most stretched and ready to revert?","exampleUseCases":[{"title":"DeFi spread mean-reversion opportunities","prompt":"Find me the cointegrated token pairs in DeFi that have the widest spreads right now — I want to identify which ones are most likely to snap back to their historical relationship soon."},{"title":"Forex pairs trading entry signals","prompt":"What forex pairs currently show strong cointegration with z-scores between 1.5 and 2.5? I'm looking for setups where the spread hasn't gotten too extreme yet but is starting to deviate from equilibrium."},{"title":"Cross-asset class arbitrage setup screening","prompt":"Can you show me cointegrated pairs that span across different asset classes — like crypto correlated with equities or commodities with forex — and flag any with unusual spread behavior I can trade?"}],"resultDescription":"Returns a ranked list of cointegrated asset pairs with z-score signals indicating how far the spread has deviated from its mean, along with correlation statistics, spread metrics, and directional signals indicating long/short positioning across crypto, equities, forex, and DeFi assets","failureModes":["Insufficient price history for cointegration test — pair returned with low confidence score","Asset not found or ticker not recognized — 404 or empty pair result","Market data feed unavailable — stale or missing price data warning","No cointegrated pairs found for given parameters — empty results set","Rate limit or payment failure — 402 payment required"],"whenToPreferThis":"Use this endpoint when you need statistical arbitrage signals based on cointegration and z-score analysis rather than simple price differentials. Best suited for mean-reversion strategies where two assets have a long-run equilibrium relationship. Prefer this over simple CEX spot arbitrage endpoints when you want mathematically grounded pairs trading signals with entry/exit z-score thresholds rather than one-directional price gap trades.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-15T06:45:17.030Z","isFirstParty":false}