Tool for finding stationary synthetic pairs
Widget location
In order to add the "Pair screener" tool to the workspace, first click on the "Widget menu" button in the platform header. Then click on the button of the same name in the “Correlation” section.
Widget location
Access to model depending on tariff
The model is available starting from the trader plan.
Tool functionality
The widget is a scanner that:
- Calculates the prices of all possible combinations of synthetic pairs on the Binance Futures exchange.
- Checks the received quotes for stationarity.
- Calculate the SMA for each stationary pair.
- Sends a signal to the user if the current price value of a synthetic pair has deviated by 3 or more standard deviations from the SMA.
It is possible to filter signals by:
- timeframe,
- specific tools,
- the amount of deviation from SMA as a percentage,
- the amount of deviation from SMA in standard deviations.