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QuantOracle Cointegration Test
x402
QuantOracle Cointegration Test is a paid API for AI agents from api.quantoracle.dev, paid per call via x402, $0.008/call, status unknown (last checked 2026-09-14).
Tests whether two time series are cointegrated using the Engle-Granger/ADF method, returning hedge ratio, spread statistics, z-score, half-life, and critical values
Price / call$0.008
Success—
StatusUnknown
How this service works
QuantOracle: stats/cointegration
Output
Returns a boolean cointegration result, ADF test statistic, critical value at the chosen significance level, hedge ratio, spread mean and standard deviation, current z-score of the spread, mean-reversion half-life in bars, and intercept. Also includes response latency in milliseconds.
Example use cases
Example prompt
“Check if SPY and IVV are cointegrated using my last 30 daily closing prices — SPY: [100.1, 100.5, 101.2, ...] and IVV: [50.05, 50.25, 50.6, ...] — at the 0.05 significance level, and tell me the hedge ratio and current z-score.”
Technical details
Endpoint
POSThttps://api.quantoracle.dev/v1/stats/cointegrationWhen to prefer
Use this endpoint when you need a statistically rigorous Engle-Granger cointegration test with full spread diagnostics including hedge ratio, z-score, and mean-reversion half-life — ideal for pairs trading signal generation and stat-arb strategy construction. Prefer over generic regression endpoints when you specifically need cointegration verdict, ADF statistic, and spread mean-reversion metrics in a single call.
Side effects
- Series length mismatch — series_x and series_y must have equal length
- Too few observations — ADF test requires sufficient data points (typically 20+)
- Invalid significance level — must be a recognized threshold like 0.01, 0.05, or 0.10
- Non-numeric values in series arrays cause parsing errors
- Server timeout for very long series
Input
{
"degree": 2,
"series_x": [
100.1,
100.5,
101.2,
100.8,
101.5,
102,
101.7,
102.3,
101.9,
102.5,
103.1,
102.8,
103.4,
103.9,
103.6,
104.2,
104.8,
104.5,
105.1,
105.6,
105.3,
105.9,
106.4,
106.1,
106.7,
107.2,
106.9,
107.5,
108,
107.7
],
"series_y": [
50.05,
50.25,
50.6,
50.4,
50.75,
51,
50.85,
51.15,
50.95,
51.25,
51.55,
51.4,
51.7,
51.95,
51.8,
52.1,
52.4,
52.25,
52.55,
52.8,
52.65,
52.95,
53.2,
53.05,
53.35,
53.6,
53.45,
53.75,
54,
53.85
]
}Schema · Request body
| Field | Type | Description |
|---|---|---|
| series_x | array | First time series |
| series_y | array | Second time series |
| significance | string | Significance level for the test |
Output
{
"ms": 19.48,
"_meta": {
"url": "https://quantoracle.dev",
"docs": "https://api.quantoracle.dev/docs",
"powered_by": "QuantOracle"
},
"half_life": 9999,
"intercept": 0,
"spread_std": 0,
"hedge_ratio": 0.5,
"spread_mean": 0,
"cointegrated": false,
"significance": "0.05",
"adf_statistic": 0,
"critical_value": -3.34,
"current_zscore": 0
}Tags
x402
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