Finding spread trading opportunities

Just a test..
O.png
 
I'm learning about this stuff and just testing out the different sites. Scarr is really good at showing seasonals in a graphic format. Seasonalgo seems good at scanning and technical studies. This weekend I will look at the Hoadley excel add in and see if I can import data from quandl into it, run some cointegration tests.
 
I've had some difficulty installing arbmaker so if anybody has it running, please post whatever you find interesting.
 
Just some thoughts... No one site will solve your needs. Already I'm realizing that I would like intraday analysis and none of these sites do that. None of these sites have pre made charts on butterflies, condors etc.. Scarr can do that but you have to customize the chart. I can see why quant traders recommend learning python. So much of this stuff is just data management. Gather the data, clean it, organize it, analyze it (cointegration, correlation, momentum, lead lag etc) and then compare relative to other securities.
This work isn't so much difficult as it is tedious.
 
You must log in or register to reply here.
Back
Top