Intraday cointegration: testing call (and some other stuff)

Posted by on Dec 15, 2011 in ArbMaker News! | No Comments

We will begin testing ArbMaker’s cointegration algorithm with intraday data in the next couple of weeks either side of the holiday break. This is mainly as a result of demand from FX and ETF medium frequency traders.

The feature is likely to be finalized in our current client and run under IQ’s next major release of their feed software (currently in late beta as version However, we are inviting current subscribers to notify us right now if they wish to be part of testing.

Other stuff

  • At 10h30 Eastern Standard Time today we are releasing an upgrade to ArbMaker that improves the stability and speed of data handling under IQ’s feed during periods of high traffic and volume.
  • ArbMaker also now includes an import/export function for the Watchlist. This simplifies synchronization between different computers running the software and also serves as a backup tool.
  • Our Help files, both on this site and the in-line version within the software, have been entirely revised and supplemented to account for these changes.
  • We are actively seeking a reliable feed for the National and Bombay Stock Exchanges in India. If you are one of the traders asking for this don’t forget to send us your current vendor’s details and we will check them out too.

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