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.

Scheduler features

Schedule periodic scans of that produce highly focused lists of pairs for final assessment.

Test multiple strategies in a single job – results find optimum strategy per pair.

Brute force optimization of beta parameters for DESP and Kalman methods.

Direct connection to Interactive Brokers & MT4

Connect ArbMaker to an Interactive Brokers or Metatrader4 account for semi or fully automatic equity trading.

Run multiple MT4 account feeds concurrently and cross test a wider pool of FX symbols.

Pairs trading back tester features

Cross asset-class testing: equities vs future, futures vs forex etc.

Back test equities with the choice to trade them as Contracts for Difference via Interactive Brokers.

Walk forward, out-of-sample testing.

Pairs trading scanner & analysis features

End-of-day and intra-day scanning at multiple resolutions and observation lengths of any user-chosen group within and across geographies, sectors & industries and asset class.

Can run on IQFeed, MT4 (including multiple MT4 sources), Yahoo!, Google and Bloomberg data.