What does ArbMaker do?
“The premise of pairs trading was blindingly simple: Find a pair of stocks that exhibit similar historical price behavior. When the prices of the stocks diverge, bet on subsequent convergence. Blindingly, beautifully simple. And hugely profitable.”
ArbMaker takes this premise and provides the tools required to exploit it with not only stocks but with forex and futures also - or any combination of those three asset classes. Here’s a primer of the software's underlying methodology.
Cointegration: a generally superior approach vs correlation in modelling and trading time series
Inherent hedging: pairs trading mitigates directional risk and leverage
“Kaizen” Development: continuous improvements based on client requirements
Rapid support: response to queries usually within 72 hours
Value for money pricing: best like-for-like subscription rates in the market
Features by version:
Note that all versions of ArbMaker validate cointegration results by automatically establishing the correct symbol order, providing the mean reversion coefficient for confirmation of sign and by filtering out autocorrelation in wrongly lagged pairs.
“A Perfect tool for professional fund managers”
ArbMaker is an intuitive and easy to use statistical arbitrage system yet robust enough for professional and institutional environment. As it is an integrated system, i.e. real time data analysis done, strategized and order initiated at the same t...
Hyundai Able Investments
Proprietary Trading Boutique
I must say that I was really surprised with the customer service provided by the ArbMaker team.
We are a small proprietary trading boutique and this software is exactly the tool we needed to enter some markets with a very niche strategy.