• 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
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