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.
Great customer service, professional tools for pair trading
I am extremely satisfied with the product. I am really surprised they would want to sell such a software since one can really create very profitable strategies with it.
I manage a small fund and this product has allowed me to div...
Solid value from sophisticated online analytical platform
As a veteran private investor and retail trader of futures, options and equities, ArbMaker provides me a great tool to find and evaluate intermarket opportunities. Their algorithmic platform is underpinned with a proven mathematical and statistica...
Robust & Intuitive
Succinctly expressed, ArbMaker is an incredibly robust, integrated, and seamless application for statistical arbitrage. From optimized screening to back-testing to live trading, one quickly develops an appreciation for the “built-in” and intui...
SoundBridge Capital, LLC
ArbMaker has revolutionized the way I invest in statistical arbitrage forever. By integrating fascinating indicators and introducing various scanning methods, ArbMaker has taken my level of investing in statistical arbitrage to a new level. I want...
The highest praise we can give. We incorporated the ArbMaker software in to our investment process. It replaced a combination of other commercial software and in-house software. So far the results have been excellent. Additionally, we enjoy workin...
Taos Global Investors, LLC
Create a Personal Hedge Fund with ArbMaker
ArbMaker is a “stunning success” - very well thought-out and implemented. It has an excellent breadth of features and the required statistical depth to get relative value pairs trading done the right way for both equity pairs and futures spre...
Best pairs trading platform available
In my opinion , I think its the best pair trading software available and more serious traders should know about it.
The overall experience so far has been excellent. I've learned so much from our interactions and other members on the forum ...
The software has already paid for itself several times over
I read some white papers about Statistical Arbitrage with cointegration method, and was keen to include it into my currency trading. I found there were tutorials for it using Matlab and R. While I'm familiar with Matlab, I was looking for a softwa...