Compute an OLS hedge ratio for a pairs trade
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Compute an OLS hedge ratio for a pairs trade
with Delx
Use Delx: its Delx Commerce — services for autonomous agents X402 API lets you compute an OLS hedge ratio for a pairs trade in a single step (POST /api/v1/x402/pairs-hedge-ratio). capabilities.work can help you get signed up and connected.
- How big should the short leg of my pairs trade be relative to the long leg?
- Can I get the no-intercept OLS beta of one price series on another?
Say it to your AI assistant
- Compute the hedge ratio of y {y} on x {x}.
- Regress series {y} on {x} without intercept and return beta and n.
For your developer
POST /api/v1/x402/pairs-hedge-ratio in Delx Commerce — services for autonomous agents X402 API. Full spec on APIs.io.