What strategies can I use to create a market-neutral statistical arbitrage algorithm that capitalizes on mean reversion between long and short positions using Fintechee's SDK?

What strategies can I use to create a market-neutral statistical arbitrage algorithm that capitalizes on mean reversion between long and short positions using Fintechee’s SDK?

Market-neutral statistical arbitrage strategies involve identifying cointegrated pairs, calculating spread deviations.

Building algorithms that initiate long and short trades to capture spread convergence.