We make ArbMakerPlus - software that finds and analyzes relative value, pairs trading opportunities in forex and equities using Engle-Granger cointegration methodology.
We joined Forex Factory as a Commercial Member after reading a couple of long threads on the forum specifically discussing pairs trading using cointegration.
What can ArbMakerPlus do?
We joined Forex Factory as a Commercial Member after reading a couple of long threads on the forum specifically discussing pairs trading using cointegration.
What can ArbMakerPlus do?
- it has a powerful market scanner capable of running 25-35 complete cointegration scans per second over 3 year ranges for end-of-day data
- runs intra-day cointegration scans at several time resolutions and observation lengths
- includes a full back tester with out-of-sample testing and a wide range of test criteria
- runs user-defined entry and exit signals with live incoming data
- it establishes the tradability of scanned and filtered cointegrated pairs. Cointegration alone is not always enough.
- automatically balances both sides of the pair
A full description of all the features can be found on our website at arb-maker.com and there is also a free 14 day trial available. Our documentation is on this page.
We look carefully at all feedback, particularly from forex traders whose requirements differ from those of equity traders. If you decide to try our product we'd love to hear your feedback!
Thanks!
(follow us on Twitter @ArbMaker)