Universal Pairs Trading System A Python backtesting framework for statistical arbitrage on cointegrated asset pairs. Implements mean-reversion signal generation, ATR-based risk management, and comprehensive performance analysis. Works with any two assets available through yfinance: stocks, ETFs, futures (e.g., CL=F), and forex pairs. --- What it does Given two historically cointegrated assets, the system: 1. Validates the pair statistically (Engle-Granger, Johansen, ADF, half-life) 2. Computes a hedge-ratio-adjusted log spread 3. Generates long/short signals when the z-score deviates beyond a threshold 4. Applies regime detection and volatility-adjusted entry thresholds 5. Sizes positions using ATR-based risk budgeting 6. Runs a backtest with transaction costs and slippage 7. Outputs performance metrics, charts, and a trade journal CSV --- Files | File | Purpose | |------|---------| | config.py | All configuration parameters (pair, strategy, risk, backtest, output) | | datahandler.py | Data download, cleaning, cointegration tests, hedge ratio, spread computation | | strategy.py | Sig

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