Cointegration Quant Tracker ADF and Hurst

Caicai Cointegration Quant Tracker

🔥 Important Notice: This indicator is an integral tool of the automated EA Caicai Long and Short Pair Trading. If you are looking for the complete automation solution for this strategy, visit the EA page!

A quantitative tool designed to validate Pair Trading operations. This indicator brings robust mathematical analysis to your charts, ensuring you only trade pairs with true statistical edge.

Key Features:

  • ADF Test (Dickey-Fuller): Calculates the ADF T-Stat to assess the stationarity of the series (cointegration).
  • Hurst Exponent: Measures the strength of the spread's mean-reverting characteristics.
  • Custom Thresholds: Set critical thresholds for both metrics, mathematically filtering out pairs that lack suitable behavior.
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