StatArb Pairs Z-Score EA for MT5

Description

This Expert Advisor brings the core logic of Jim Simons’ legendary quantitative models at Renaissance Technologies into MetaTrader 5.

The StatArb Pairs Z-Score EA applies data-driven mean-reversion between two correlated assets, using real-time correlation, beta, and Z-score analysis to identify temporary mispricings and trade both sides automatically.

It mirrors the systematic, market-neutral approach that powered Simons’ Medallion Fund, now accessible to everyday traders.

Key Features

Quantitative design inspired by Jim Simons’ Renaissance Technologies framework

Automatic detection of correlated-pair divergence and convergence

Fully market-neutral hedged entries and exits

Works on any correlated instruments: indices, FX, metals, or crypto

Adjustable Z-score and risk parameters for your own strategy testing

Designed for indices, FX, metals, and crypto pairs, it calculates real-time correlation, beta, and Z-score to detect high-probability spread opportunities.

Ideal for traders who want to apply professional statistical arbitrage logic directly inside MetaTrader 5 without coding.