Stat Arb V2.5
This has been a long time coming!
The V2.5 Stat Arb system is a pretty major recode of the original V2 system. The system fills the gap between a fully automated black box arbing strategy (coming soon..ish) and the fairly manual V2 system.
The key differences are the V2.5 system uses a different calculation basis for the spread which provides a lot more insight into potential profit when reversion takes place. There are also several additional trade controllers such as locking to trend, lock short/long etc. The introduction of speech sythnesized alerts is also a big improvement as traders can hear what's going on without having to look at the screen for hours on end.
I've recently introduced some quite advanced features such as dynamic slowdown global variables which restrict the system ability to open new trades depending on the equity/balance ratio of the account. There is also a new automatic hedging facility which prevents decoupling arb trades creating a large drawdown on the account.
In order to run the hedge trades the trader would need to ensure the platform was not FIFO compliant - ie probably be outside the USA. Poor buggers!
Here are some screenshots of the new V2.5 Stat Arb Engine with associated V2.5 STD Indicator.
The V2.5 Stat Arb system is a pretty major recode of the original V2 system. The system fills the gap between a fully automated black box arbing strategy (coming soon..ish) and the fairly manual V2 system.
The key differences are the V2.5 system uses a different calculation basis for the spread which provides a lot more insight into potential profit when reversion takes place. There are also several additional trade controllers such as locking to trend, lock short/long etc. The introduction of speech sythnesized alerts is also a big improvement as traders can hear what's going on without having to look at the screen for hours on end.
I've recently introduced some quite advanced features such as dynamic slowdown global variables which restrict the system ability to open new trades depending on the equity/balance ratio of the account. There is also a new automatic hedging facility which prevents decoupling arb trades creating a large drawdown on the account.
In order to run the hedge trades the trader would need to ensure the platform was not FIFO compliant - ie probably be outside the USA. Poor buggers!
Here are some screenshots of the new V2.5 Stat Arb Engine with associated V2.5 STD Indicator.
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