Statistical Arbitrage V2

Statistical Arbitrage V2 STRAEGY

                CandleRobot has the great honor to announce to their customers , at the end of the first quarter of 2022 (Q1),  the development of a robust strategy, entitled : Statistical Arbitrage V2.

                Statistical arbitrage version 2, is a powerful strategy which consists of detecting the divergence between three high correlated futures contracts. The specificity of this strategy is that it determines the divergence in term of cost and not in term of  price. Furthermore, working with  these three markets: S&P500 (ES), Russell 2000 (RTY) and Dow 30 (YM) allows to have a more and more stable and efficient signal.

                Indeed, statistical arbitrage V2 is intended for big firms, namely, hedge fund and banks or people who have capital.

                Finally, the strategy is offered with a bonus which is the CostSpread indicator, which measures the performance of three markets.

                If you are interested in the strategy, do not hesitate to contact us.

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NB : The strategy was tested by the platform of our partners NinjaTrader 8.


Statistical arbitrage V2

REQUIREMENTS

Software        : Ninjatrader  8

Capital           : 40000$  

Matérial:  Laptop or Virtual Machine

EXECUTION

Markets          : 

• E-mini S&P 500 Index Futures (ES)

• E-mini Russell 2000 Index Futures (RTY)

• E-mini Dow 30 Index Futures (YM)

Time Frame : 1mn 

Calculate       : OnBarClose

CONFIGURATION


BACKTEST – Cumulative Net Profit

       Thanks to NinjaTrader, we have built a detailed backtest for our strategy using Strategy Analyser and other tools.

      The Cumulative Net Profit curve represents a strictly positive slope. This demonstrates the effectiveness of the strategy.


Cumulative net profit Statistical Arbitrage

Our Trading Philosophy

  You cannot have right all the time. However, you have to Win more than you lose.

This strategy is exclusively developed by CandleRobot. It is our own idea and it doesn’t exist anywhere. The goal, in fact, is to build a synthetic instrument that is stationary. So, it’s a kind of statistical arbitrage combined with mean reversion.

Therefore, the risk becomes very minimal compared to the profit sought.

 


Monthly net profit statistical Arbitrage

DEMONSTRATION

     Watch the strategy demonstrator video! It shows a trade from signal detection until trade exit! 

Don’t hesistate to subscribe and change your way of trading! 

https://www.youtube.com/watch?v=JewyoNbEoLY

Statistical Arbitrage V2 STRATEGY PLANS

PLAN

Number

minutes

Price

MONTHLY

1

month

210 $/month

SEMI - ANNUAL

6

months

180 $/month

ANNUAL

12

months

150 $/month

Life Time

Life

months

2500 $ One Time



Register Now!