Relative Value Scan
scan_relative_valueScan for relative-value opportunities by identifying tickers with stretched implied volatility vs their 1-year average (mean reversion) or rich vs cheap pairs for pairs trading.
Instructions
Market-wide relative-value scans.
"mean_reversion" (default): tickers whose IV/SPY ratio is stretched vs its own 1-year average — rich or cheap vol candidates
"pairs": rich-vs-cheap ticker pairs for pairs trading
Args: view: "mean_reversion" or "pairs" limit: Max results (1-50) threshold: Z-score threshold for mean_reversion (default 1.5)
Returns: Scan results ranked by stretch
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| view | No | mean_reversion | |
| limit | No | ||
| threshold | No |