- New Futures implemented, ready to back test
- 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
- New Walk forward, out-of-sample testing
- New Layering implementation
- 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
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 workin...
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 spre...
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 ...
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...
