September, 2012

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 add-on free!

Upcoming Events

Week of 17 September, 2012

About the Scanner

The scanner can perform unit roots and cointegration tests on thousands of equity and foreign exchange symbols at high speed. It handles a staggering amount of data (a scan of just 650 symbols requires over 210,000 combinations to be processed) and is able, over average quality data connections, to return full cointegration results for 25 to 35 pairs per second for equities.

Coming soon...

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