Universal Pairs Trading System A Python backtesting framework for statistical arbitrage on cointegrated asset pairs. Implements mean-reversion signal generation, ATR-based risk management, and ...

Central finding: Kalman estimation reduces fold-mean maximum drawdown by 71% (−0.31% vs −1.07%) relative to static OLS, while fold-mean Sharpe falls from −0.157 to −2.080 at 28 bps round-trip costs ...