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).

Scheduler

  • 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

Portfolio 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

Technical specifications

Judge our products by their performance. Read our

2016 Trading Report

+18.9% in 2016. Includes all trades made to our Interactive Brokers account

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