Pairs Trader

Modular statistical arbitrage engine for NSE equities. Cointegration-based pair selection (Engle-Granger plus PCA/DBSCAN clustering), a rolling-OLS or Kalman-filter spread model, z-score or XGBoost-gated signals, and a bar-by-bar backtester with transaction costs — exposed via CLI, an interactive TUI, and a set of guided notebooks, backed by 112 tests.