QuantCorr Arbitrage Engine

QuantCorr Arbitrage Engine autonomously runs cross-asset statistical arbitrage between highly correlated equities and derivatives worldwide. The agent scans live and historic market data (equities, index futures, ETFs, ADRs), computes statistical mispricings using z-score and volatility-normalized spread detection, and allocates capital via volatility-adjusted Kelly sizing. When a significant divergence is detected, it trades both legs delta-neutral using integrated low-latency brokerage APIs with position/risk limits and slippage/capital controls, monitoring spread convergence to exit profitably or implement risk-based stop-outs. Backtesting and real PnL reporting are built in for strategy review, making it production-ready for hedge fund or prop-desk deployment.