Educational tool that estimates whether two assets form a cointegrated pair by computing the hedge ratio, a simplified ADF test, the spread half-life and the current z-score. The results are statistical estimates and are not financial advice or a guarantee of profit.
What’s included
- Cointegration analysis between two assets
- Hedge ratio (beta) calculation
- Simplified ADF test of the spread
- Spread half-life and current z-score
- Opportunity score from 0 to 100
- Works offline in any browser
Who it’s for: people interested in statistical arbitrage and quantitative analysis of asset pairs, for educational purposes.
HTML file that runs in your browser, offline, with nothing to install. Educational tool: results are estimates. Not financial advice.
File language: the tool’s interface is in Portuguese.
Digital product created with the help of artificial intelligence and checked by automated rules.







