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pair-trading

Pair trading strategy. Trades mean reversion using the spread/ratio Z-score of two correlated instruments. Requires at least two instruments.

52

Quality

57%

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SecuritybySnyk

Passed

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tessl review fix ./agent/src/skills/pair-trading/SKILL.md
SKILL.md
Quality
Evals
Security

Quality

Content

61%Weight 40%Scale 1-5

Reviews the quality of instructions and guidance provided to agents. Good implementation is clear, handles edge cases, and produces reliable results.

The body is well-structured and concise with concrete parameters and ready-to-use config examples, but the trading logic is given as formulas rather than executable code and the workflow lacks explicit validation checkpoints for the batch trade-generation step.

Suggestions

Provide an executable Python code block implementing the signal logic (rolling mean/std, Z-score, entry/exit signals) so the core is copy-paste ready.

Add an explicit validation checkpoint in the workflow, e.g. 'Verify the two instruments' date indexes are inner-joined and the lookback window is filled before generating signals; fill NaN signals with 0.'

Move the dual config examples into a brief 'Examples' subsection or reference file to keep the main body tighter and push progressive disclosure toward 5.

DimensionReasoningScore

Conciseness

The body is lean — formulas, a parameter table, two config examples, and pitfalls with no padded library/concept explanations — with only minor restating in the Purpose section, fitting 'efficient; minor instances that could be trimmed' rather than the perfectly lean 5.

4 / 5

Actionability

It gives precise formulas, thresholds, a parameter table, and copy-paste-ready config.json blocks, but the core signal logic is expressed as formulas/pseudocode ('ratio = close_A / close_B', 'z = (ratio - mean) / std') rather than executable Python code, matching 'pseudocode instead of executable code'.

3 / 5

Workflow Clarity

Signal Logic is a clear numbered sequence (ratio -> rolling mean/std -> z-score -> signals), but there are no explicit validation checkpoints; since signal generation drives trade placement (a batch operation), the missing feedback-loop cap holds this at 3.

3 / 5

Progressive Disclosure

The skill is self-contained with well-labeled sections (Purpose, Signal Logic, Parameters, Pitfalls, etc.) and no nested references, but the body slightly exceeds the ~50-line simple-skill threshold, so it lands at 'good structure' rather than the maximal 5.

4 / 5

Total

14

/

20

Passed

Description

53%Weight 40%Scale 1-5

Based on the skill's description, can an agent find and select it at the right time? Clear, specific descriptions lead to better discovery.

The description clearly states what the skill does using domain-appropriate terms, but omits any explicit 'when to use it' trigger guidance and lacks synonym coverage, capping both completeness and trigger-term quality at the midpoint.

Suggestions

Add an explicit trigger clause, e.g. 'Use when the user wants a pair trading / statistical arbitrage strategy on two correlated instruments.'

Include common synonyms such as 'statistical arbitrage', 'cointegration', or 'long-short hedge' to broaden natural trigger-term coverage.

List the concrete actions the skill performs (compute spread, generate entry/exit signals, allocate equal-weight legs) to lift specificity toward 4-5.

DimensionReasoningScore

Specificity

Names the domain (pair trading) and one concrete mechanism ('Trades mean reversion using the spread/ratio Z-score'), but does not enumerate multiple specific actions, so it sits at the '1-2 concrete actions, not comprehensive' anchor rather than 4.

3 / 5

Completeness

It gives a clear 'what' (trades mean reversion via Z-score of two correlated instruments) but lacks any 'Use when...' clause or explicit trigger guidance, which per the judging guidelines caps completeness at 3.

3 / 5

Trigger Term Quality

Relevant natural terms like 'pair trading', 'mean reversion', and 'spread/ratio Z-score' appear, but common synonyms and variations a user might say (e.g. 'statistical arbitrage', 'cointegration', 'long-short hedge') are missing, matching the 'some relevant keywords' anchor.

3 / 5

Distinctiveness Conflict Risk

'Pair trading strategy' is a distinct, well-defined niche with minimal conflict risk, though it could marginally overlap with other mean-reversion/trading strategy skills, fitting 'mostly distinct; minor overlap risk' rather than the fully clear 5.

4 / 5

Total

13

/

20

Passed

Validation

93%

Checks the skill against the spec for correct structure and formatting. All validation checks must pass before discovery and implementation can be scored.

Validation15 / 16 Passed

Validation for skill structure

CriteriaDescriptionResult

frontmatter_unknown_keys

Unknown frontmatter key(s) found; consider removing or moving to metadata

Warning

Total

15

/

16

Passed

Repository
HKUDS/Vibe-Trading
Reviewed

Table of Contents

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