New Balancing for all pairs including Best Fit and Actual fit for Futures and Cross Asset
New Back test equities but trade them as Contracts for Difference
New Cross asset-class testing: equities vs future, futures vs forex etc
New Leverage/margin inputs for all asset classes
NewWalk forward, out-of-sample testing
New Save strategies & signals then use them to trade directly via Metatrader4
New New popup that allows to change the Back Tester default values for Amount (Equities), Lots/Contracts (FX/Futures), and Leverage for each instrument type
New New “Mirror” button that allows in one click to copy and mirror the Y strategy (Entry/Stop Loss/Target) for the X symbol
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 more
Equity curve for end-of-day back test
Great customer service, professional tools for pair trading
I am extremely satisfied with the product. I am really surprised they would want to sell such a software since one can really create very profitable strategies with it.
I manage a small fund and this product has allowed me to div...
Javier Saavedra (multiple asset classes, Spain) lobo
Solid value from sophisticated online analytical platform
As a veteran private investor and retail trader of futures, options and equities, ArbMaker provides me a great tool to find and evaluate intermarket opportunities. Their algorithmic platform is underpinned with a proven mathematical and statistica...
RW Yundt, USA Private Investor
Robust & Intuitive
Succinctly expressed, ArbMaker is an incredibly robust, integrated, and seamless application for statistical arbitrage. From optimized screening to back-testing to live trading, one quickly develops an appreciation for the “built-in” and intui...
Roger Liu (Global equities and derivatives, Charlotte, NC) SoundBridge Capital, LLC
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 want...
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 workin...
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 spre...
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 softwa...