【實用財經app】StatArb|最夯免費app

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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