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
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 intuitive features of ArbMaker – grounded in advanced statistical and quantitative modeling and tools. As a Trader with 10...
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 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....