Scan, Filter & Analysis Features

• Driven by the Engle-Granger cointegration methodology
• End-of-day and intra-day scanning at multiple resolutions and observation lengths
• Scan any user-chosen group within and across geographies, sectors & industries
• Optimizes the regression process. Engle-Granger regression results depend on the variable order in which they are regressed. ArbMaker recognises and manages this…more

Back tester features

• Apply any available parameter – or combination of parameters – to define entry, exit, stop loss and targets
• Flexible Boolean logic for multiple combination strategies
• Full set of summary statistics for end-of-day tests including Sharpe, Treynor, Stutzer Index, Omega, Sortino, Jensen’s Alpha, skew, kurtosis…more

Portfolio features

• Effectively handle and track large number of symbols with live incoming data
• Assign custom trading strategies pair-by-pair
• Signals generate full textual descriptions including transaction type, number of shares, prices and time of the signal…more

Technical specifications

• Database: tested with and optimised for Microsoft SQL Server Express…more