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Accordion - Pair trading Bot
A statistical arbitrage bot for perpetual futures on Extended Exchange, focused on cointegration and spread mean reversion with paper, dry-run, and real trading modes.
01 / Showcase
02 / Features
- 01 Cointegration and half-life based pair discovery pipeline
- 02 Signal engine with z-score entry and exit logic
- 03 Risk layer with exposure limits, kill switch, and guardrails
- 04 Operational tooling for logs, API visibility, and strategy state export
03 / Stack
Tags & Technologies
Overview
Accordion is a production-oriented statistical arbitrage system for crypto perpetual futures. It discovers cointegrated pairs, computes spread and z-score signals, and executes mean-reversion strategies with strict risk controls. The system supports paper, dry-run, and real trading, and includes state persistence, monitoring endpoints, and data pipelines for pair selection.