DESK BUILD

PairDesk runs the same protocol every week on about 1,900 US names. A desk build runs it on yours: your universe, your data, your delivery shape, on your cadence. What you receive is the computation and the caveats, never a forecast, and the method document is complete enough that your own people can reimplement and check every number.

What one build contains

• The register. Every pair in your universe that passes the stated test, with the test statistic, the false-discovery q-value beside it, half-life, hedge ratios, the current reading, capacity, borrow breakeven and the out-of-sample checks, as one self-contained file that opens in a browser and as a table for your own systems.
• The dossiers. The strongest candidates, several hundred per build, each open into their own page: the spread, the walk-forward hedge ratio, the setting sweep, and the caveats that apply to that pair specifically. The register lists every accepted pair; the dossiers go deep on the ones worth the depth.
• The brief. One page on what moved since the last build: entries, exits, the pairs that lost their relationship, the ones near the boundary.
• The method document. Every definition, threshold and control, written so that the desk is checkable from your side rather than trusted.

How it is built

Engle-Granger in both orientations against finite-sample critical values, hedge ratios by total least squares, half-lives with the small-sample correction, a held-back period for out-of-sample checks, and a false-discovery rate against a null built from real series rotated out of alignment. Capacity comes from actual dollar volume, with the leg that binds it identified per pair. Same-issuer, same-underlying and same-exposure pairs are flagged rather than hidden. The data source's survivorship gaps are measured and printed, not assumed away.

Universes

Price and terms

Scoped and quoted in writing before anything is built, against a stated universe, data source, delivery format and cadence. No revenue share, no success fee, no payment that depends on the desk making money. The first build arrives within three to four weeks of the data being available.

The engagement runs under the published desk-build letter: you own every build and the method document; the engine stays mine; your data and ideas never inform my own book, and nothing from my book enters your desk.

Judge the work before writing

• The free build, the complete 21 August desk, aged on purpose.
• The protocol and the self-test, fourteen sections, every audit included.
• The graveyard: 159 strategies tested, the deaths published with their cause, git-timestamped.