Module Algostream_pairs

module Adf : sig ... end

Augmented Dickey-Fuller unit-root test.

module Cointegration : sig ... end

Cointegration tests.

module Config : sig ... end

Tunable parameters for the pairs trading layer.

module Correlation : sig ... end

Thin wrapper around Rolling_corr: per-pair price-level Pearson correlation.

module Hedge_ratio : sig ... end

β estimator for the spread regression y ≈ β·x + α.

module Mackinnon_cv : sig ... end
module Mean_reversion : sig ... end

Mean-reversion signal classifier + half-life estimator.

module Ols : sig ... end

Small-dim ordinary least squares via Gram matrix + Cholesky.

module Pair_id : sig ... end

Canonical pair identifier.

module Per_pair : sig ... end

Single-Domain-owned per-pair state machine.

module Processor : sig ... end

Pairs Trading facade.

module Selection : sig ... end

Pair universe enumeration + screening / ranking.

module Snapshot : sig ... end

Immutable per-pair snapshot.

module Spread : sig ... end

Spread tracker: s_t = y_t − β·x_t − α, with rolling mean / std / z-score.