start_pairs_scan
Scan an index for pairs of stocks that move together.
For one chosen pair (KO and PEP, say), `start_regime_analysis` with
`ticker` and `ticker_b` checks that pair directly.
Every account runs it within a daily allowance; a refused call does not count, and get_started and
every run's answer give today's count.
A scan takes about 1 to 5 minutes (every pair in the universe after
a correlation screen). The call returns `{task_id, status, kind,
dashboard_url}`; `get_pairs_scan_progress(task_id)` reports progress
and, when the scan has finished, carries `result` with up to ten
pairs, those that passed every filter and then the closest misses,
each with its own statistics rounded (`candidates`).
`steps` has the same shape as in `start_mr_scan`. The filters and
their settings, defaults in brackets:
correlation min_corr, the lowest return correlation [0.7]
cointegration max_pvalue, the highest Engle-Granger p-value [0.05]
spread_halflife min_hl and max_hl, the spread's half-life band in
days [5, 60]
beta_stability max_cov, how much the hedge ratio may vary, in
percent [50]; window, bars [60]
spread_hurst max_h, the highest Hurst exponent of the spread [0.45]
johansen min_rank, the fewest cointegrating relations [1]
Args:
index: 'sp500', 'nasdaq100' or 'dowjones'. Asked for another index (the DAX, the FTSE 100), pass it all
the same: QuanterLab answers with its note and the same scan on the S&P 500, and nothing runs.
question: Optional. One sentence restating what the run should answer, not the person's
message: the title of the report the finished run becomes, and kept only as that.
When the run has finished, its answer also carries `report_url`: the scan written up as a QuanterLab
report (the funnel and every pair that passed). The call waits for the run while it is likely to finish
inside it; the run's card in the chat shows the result or, for a longer run, how far it is, and fills in
by itself, with the next steps as choices and the report link. A run started here needs no
`show_report_card`.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| index | No | sp500 | |
| steps | Yes | ||
| duration | No | 3y | |
| question | No | ||
| timeframe | No | 1d |