Pairs trading portfolio features

Activate and trade several portfolios concurrently.

Assign custom trading strategies pair-by-pair.

Dynamically filter portfolio pairs to exclude from trading those that fail user-defined stat profiles.

Pairs trading portfolio features

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.”

[Andrew Poole, Statistical Arbitrage, Wiley & Sons]



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.

Why ArbMaker?

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.

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Testimonials

“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...

Proprietary Trading Boutique
logo parcours 2014.jpg

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.

Antonio Porsia
Parcours Investments

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ArbMaker: Feeds & Partners

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Liking some of the practical findings, a little less the rocket-man suggestion of the graph. Paper:... via @ArbMaker

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