Use the form below to order on-demand, customized scans of cointegrated pairs. An example of such scan output is here.

This service costs $5 per 50,000 pair combinations per scan. Fifty thousand combinations is equivalent, for example, to a scan of the entire US Basic Industries sector (~300 symbols). A multi-scan of the US Basic Industries + US Capital goods sectors is 214,840 pair combinations (or 656 symbols).

After the form is submitted we will email a price quote based on the exact number of pair combinations requried.

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Notes:

  • Sectors (which only contain equities/ETFs) and Instruments (ie FX and futures) can be cross-tested against each other.
  • Selecting a Region automatically selects an equity scan. Sector selection specifies which equities in that region will be scanned.

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USA, Canada, Brazil, Argentina & Mexico
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United Kindom, France, Germany, Italy, Belgium, Portugal, Netherlands, Spain, Ireland, Norway, Sweden, Denmark & Finland
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Australia, New Zealand, South Korea, Japan, Singapore, & Hong Kong
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Top ~450 NSE companies by market capitalization.
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CME, CBOT, NYMEX & COMEX
Select time frame
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Intra-day scans are available for the USA, Cananda (TSE), UK (LSE), Germany (XETRA), France (Paris), Italy (Milan), Belgium, Portugal, the Netherlands, Sweden, Denmark, Finland, Russia, India (NSE), Hong Kong, Japan, Australia, New Zealand as well as for futures (CBOT, COMEX, NYMEX & CME) and foreign exchange.
End of Day scan start date
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Enter the starting date from which the End of Day scan should commence. The scan will run from this until the latest available period. Leave blank if requesting intra-day data.
Intraday time resolution
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Intra-day scans automatically account for time differences between regions and match like-for-like ticks. If the time differences are large there will be few matches and such pairs carry high legging risk (ie one market is open will the other is closed thus reducing the window for timely trade closure.
Intraday observations
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Applied only if requesting intraday scans and uses the last n observations selected.
Choose normality strength
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Maximum normality will return fewer but potentially more tradable pairs.
Select beta type
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Fixed betas are calculated for the entire observation period. Time varying betas adapt to shifts in the underlying relationship between the pair components.
Your email contact details and any other comments outlining further custom requirements ?
Requires a valid email address for us to reply with a price quote.
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