New Balancing for all pairs including Best Fit and Actual fit for Futures and Cross Asset
New Back test equities but trade them as Contracts for Difference
New Cross asset-class testing: equities vs future, futures vs forex etc
New Leverage/margin inputs for all asset classes
NewWalk forward, out-of-sample testing
New Save strategies & signals then use them to trade directly via Metatrader4
New New popup that allows to change the Back Tester default values for Amount (Equities), Lots/Contracts (FX/Futures), and Leverage for each instrument type
New New “Mirror” button that allows in one click to copy and mirror the Y strategy (Entry/Stop Loss/Target) for the X symbol
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 more
Equity curve for end-of-day back test
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Consistently hands on and the software was written by traders for traders
Rawdon and his team spent a lot of time getting my strategies to work within their software. So far that I know of they are the only software team willing to work with another advisor's strategies instead of trying to shove their own down your thr...
ArbMaker is an intuitive and easy to use statistical arbitrage system yet robust enough for professional and institutional environment. As it is an integrated system, i.e. real time data analysis done, strategized and order initiated at the same t...