ArbMaker Samples Newsletter
[This time with the right Excel link -apologies]
This month's free scan covers the Australasia region - Australia, Hong Kong, Japan, New Zealand, Singapore and South Korea. The scan was made at the end-of-day frequency between 2009 and 2012. It may be downloaded here
Using ArbMakerPlus’ proprietary profitability filter we selected a single pair for a closer look: the Bank of East Asia and Hang Lung Properties, both listed in Hong Kong.
There is a summary analysis covering the pair in the excel file linked to above. It uses a couple of new specialist tools included in our new software suite out next week: the Kalman filter and a rolling Z calculation.
New ArbMaker Suite
We mentioned new features - they are available with the 3 new versions
of ArbMaker launched next week.
Of these, ArbMakerFX has a particularly special offer
: the first 25 orders get the time-varying beta