ArbMakerPlus Pro (Nov 2014)
Sale Page : https://arb-maker.com
Files of Product : https://imgur.com/a/3ZMtb
Pairs trading scanner & analysis features
End-of-day and intra-day scanning at multiple resolutions and observation lengths of any user-chosen group within and across geographies, sectors & industries and asset class.
Can run on IQFeed, MT4 (including multiple MT4 sources), Yahoo!, Google and Bloomberg data.
Schedule periodic scans of that produce highly focused lists of pairs for final assessment.
Test multiple strategies in a single job – results find optimum strategy per pair.
Brute force optimization of beta parameters for DESP and Kalman methods.
What does ArbMaker do?
“The premise of pairs trading was blindingly simple: Find a pair of stocks that exhibit similar historical price behavior. When the prices of the stocks diverge, bet on subsequent convergence. Blindingly, beautifully simple. And hugely profitable.”
[Andrew Poole, Statistical Arbitrage, Wiley & Sons]