ArbMaker continues to develop its cointegration tool-set for traders seeking to develop strategies that provide inherent downside protection through hedging whilst simultaneously profiting from relative mis-pricings between instruments.
No other commercial software covers the statistical process of cointegration as comprehensively in pursuit of this goal.
- Semi and fully automatic equity trading via a bridge to the Interactive Brokers (IB) TWS platform
- Dynamic filtering of portfolio items to ensure that only pairs meeting user-defined statistical profiles can enter trades
- Improved, user-definable rolling Z-score window option for calculating pair spreads
- An updated user interface with a consolidated layout of four headings: ‘Operations’, ‘Feeds’, ‘Parameters’ and ‘Utilities’
- Expanded in-line documentation with new or revised sections for the IB bridge, the dynamic filtering feature, the new rolling Z, the PACF chart as well as greater detail about adding customized symbols and fixed & time adaptive betas (also available as a .pdf here)
We also now include more features as standard with no price increase; and in January are including our time-adaptive beta tool free of charge with all ArbMakerFX orders.
If you are not yet a client please trial ArbMaker. We hope to win you over to our growing customer list of experienced retail clients, independent proprietary traders and boutique trading firms.
Happy New Year to All – and particularly to our clients who have supported us from the early days!