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
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
Database: tested with and optimised for Microsoft SQL Server Express…more
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 wanted to also thank ArbMaker for their impeccable customer service, who always exceeded my expectation...
Ahmed Al Busaid (Equities, Oman) Independent Investor
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 working with the ArbMaker team: responsive, open to suggestions, and always helpful. Keep...
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 spread trading. My trading edge is StatArb based on a comprehensive end-to-end...
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 and continue to learn more by reading different...
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 software that is ready to use, turn-key solution....