Scan, Filter & Analysis Features
- Driven by the Engle-Granger cointegration methodology
- 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…more
Back tester features
- Optimizer function curve fits and tests out-of-sample. Users can, for example, split a date range by any percentage, curve-fit the older portion and out-of-sample test the later data.
- Optimizer function can determine best time-periods used in calculating the standard deviations of the residual series and the most profitable threshold triggers…more
Technical specifications
- Language: C# .NET 4.0
- Technologies: WPF/Silverlight, Prism Framework for modular design
- Database required: choice of several, including Microsoft SQL Server Express…more