A simple pairs trading analysis tool.
Interchangeable terms: Statistical Arbitrage, Pairs Trading, Spread Trading.
Features:
Displays chart of two securities.
Displays the beta neutral spread.
Set the date from (start date) and date to (end date) to download historical time series data.
Example: Google's (GOOG) beta to Apple (AAPL) is 0.5. The spread would be defined as 1 * AAPL - 0.5 * GOOG. For every 2 shares long AAPL the trader must short-sell 1 share of GOOG simultaneously.
Statistics
Ratio
Average Ratio
Pearsons Correlation
Cointegration = TBC
Hedge Ratio (Price Beta)
Half-Life = TBC
Z-score
Spread(Latest)
Spread(Mean)
Spread(Max)
Spread(Minimum)
Disclaimer: The data source provider is Yahoo Finance. The application uses EOD (end-of-day) split and dividend adjusted data.
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StatArb APP LOGO
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| 熱門國家 | 系統支援 | 版本 | 費用 | APP評分 | 上架日期 | 更新日期 |
|---|---|---|---|---|---|---|
| 未知 | Android Google Play | 2.11 App下載 | 免費 | 1970-01-01 | 2015-02-04 |
