---
title: "Upgrade news: intra-day cointegration algo in action"
url: https://arb-maker.com/archives/1093/
description: "Upgrade news: intra-day cointegration algo in action Posted by Admin on Feb 22, 2012 in ArbMaker News! | No Comments The most requested upgrade feature…"
published: 2026-08-10
updated: 2026-08-10
---

# Upgrade news: intra-day cointegration algo in action

Published 2026-08-10

Posted by Admin on Feb 22, 2012 in ArbMaker News!

The most requested upgrade feature has been an intra-day version of the cointegration algorithm. The testing is meticulous work – transaction times must be cross checked internally by the code and then verified against external feed logs by us. But the results are interesting (this is IQ data):

This is a 15 minute plot of 1500 observations for the forex pair of AUDCAD/AUDNZD.

And here is another forex example taken at the 1 minute resolution. We believe with our next upgrade later this year it will be possible to run sub 1 minute cointegration scans fast enough for the results to be tradable.

Finally, an example in equities at the 30 minute resolution:

Coding and testing continue…

[All 150 archived ArbMaker News! posts](https://arb-maker.com/archives/category/arbmaker-news/)