New useful link, new version notification

Two announcements:

1. Here is a recent piece of research titled “Pairs trading using cointegration approach“. We are adding it to our “Useful Links” because of the breadth of ground it covers in comparing several approaches to pairs trading; but also for the very interesting tests run on S&P futures versus the S&P500 spot price. We are considering adding futures alongside equities and forex inside ArbMakerPlus.
2. There is another version of ArbMakerPlus up on the “Take the Trial” page. This has some adjustments to text descriptions and ensures the algorithms governing the lot size balances of  FX pairs in the back tester and the Trade screen are synchronised at all times.

There are several additional features coming to ArbMakerPlus in the next few weeks. This means it is likely these regular updates will continue – and we’ll be signaling each  new version here and on Twitter (@ArbMaker).