- Apply any available parameter – or combination of parameters – to define entry, exit, stop loss and targets
- Flexible Boolean logic for multiple combination strategies
- Full text descriptions of strategies as you create them
- Save strategies & signals then use them to trade directly via the Interactive Brokers TWS execution bridge
- Automatically balances pair component cash values in accordance with the fixed beta of the cointegrating equation
- Tune the spread with time-adaptive beta methods (Kalman filter and Double Exponential Smoothing Prediction)
- Continuous or same amount size per trade testing
- Mixed currency handling
- Can report 3 currencies eg a CHF/EUR pair can be reported in USD
- Copy and paste results into 3rd party software like Excel
- Full set of summary statistics for end-of-day tests including Sharpe, Treynor, Stutzer Index, Omega, Sortino, Jensen’s Alpha, skew, kurtosis…and a few more.
- Equity curve for end-of-day back tests
Back tester features
Client views
Asset Manager
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...
Create a Personal Hedge Fund with ArbMaker
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...
Best pairs trading platform available
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....
