Pair Trading Z-Score
Calculate Pair Trading Z-Score instantly with the exact formula and a worked example. Free online calculator — no signup.
Pair Trading Z-Score
Current spread
Spread mean μ
Spread SD σ
Z-score
1.5
Spread
1,5
Z
1,5
Signal
Hold
More about: Pair Trading Z-Score
What it calculates
The “Pair Trading Z-Score” calculator computes Z-score from 3 parameters: current spread, spread mean μ, spread sd σ.
Used by investors to estimate returns, project savings, and analyze a portfolio.
Example calculation
With parameters Current spread = 1.5, Spread mean μ = 0, Spread SD σ = 1 the result is 1.5 (Z = (spread − μ) / σ).
How to use
- Enter the parameter values — every field above is adjustable with a slider.
- The result and related metrics are calculated automatically as you type.
- Use the additional metrics shown (if any) where needed.
- Copy the result or bookmark the page.