ArbMaker comes in 3 versions:
- ArbMakerFX: forex only via the MetaTrader4 platform
- ArbMakerPlus: equities, FX and futures connecting to Interactive Brokers and using either free feeds (Google, Yahoo) or IQFeed (futures must use this option).
- ArbMakerPlus Pro: like ArbMakerPlus but with a Bloomberg connection for data.
All version have the capacities listed below although, clearly, a few of these are not applicable to forex analysis (for example, cross geography scans).
- Schedule periodic scans of Exchanges/Sectors/Industries
- Automatic filtering of scan results based on total profit, profit per trade, drawdown and winning ratio
- Test multiple strategies in a single job – results find optimum strategy per pair
- Brute force optimization of beta parameters for DESP and Kalman methods
- Produces highly focused list of “pre-vetted” pairs for final assessment prior to trading…all the new Scheduler features
Scan, Filter & Analysis Features
- Driven by the Engle-Granger cointegration methodology
- End-of-day and intra-day scanning at multiple resolutions and observation lengths
- Scan any user-chosen group within and across geographies, sectors & industries
- Optimizes the regression process. Engle-Granger regression results depend on the variable order in which they are regressed. ArbMaker recognises and manages this…all the new Scanner features
Back tester features
- Apply any available parameter – or combination of parameters – to define entry, exit, stop loss and targets
- Flexible Boolean logic for multiple combination strategies
- Full set of summary statistics for end-of-day tests including Sharpe, Treynor, Stutzer Index, Omega, Sortino, Jensen’s Alpha, skew, kurtosis…all the new back tester features
- Effectively handle and track large number of symbols with live incoming data
- Assign custom trading strategies pair-by-pair
- Signals generate full textual descriptions including transaction type, number of shares, prices and time of the signal…all the new Portfolio features
- Database: tested with and optimised for Microsoft SQL Server Express…all the new Technical features