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Dear Wizard, firstly thank you for all the support and feedback in helping to develop the statistical arbitrage tool at cryptowizards.net. We will be launching the upgrades and changes shown in this video within 24 hours from posting this video (so end of day Mon 4th Dec 2023 UTC). TLDR is:
ZSCORE Upgrades:
Addition of multiple exchanges
Crypto support for intraday and daily timeframes
Forex and Stock support for Daily data
Dynamic (using Kalman Filter) and Static Spread
Ability to backtest based on both ZScore or Spread key levels
Instant and super fast backtesting with improved quality
Sparklines of spread visible in pre-scanned search
Returns and Sharpe ratios also visible and sortable on pre-scanned results
Multi-tab functionality to view multiple custom analysis at any given time
Support for US based exchanges
Move to Desktop Apps:
ArbScan, FlashGap and XTrader move to desktop applications.
Advantages of Desktop Apps:
1 - Opens up ability to develop and provide access to new and innovative apps on a shorter timescale and when relevant
2 - Fast in managing data for XTrader
3 - Faster for users to use and access
4 - Less noisy. Clean and simple app for each use-case
5 - Allows site to be more narrow focussed on providing better support for proven applications (i.e. ZScore)
Disadvantages of Desktop Apps:
1 - lives on users device
2 - Not yet available for mobile (although hope this will be possible to bring soon for apps that it makes sense on). Remember ZScore is online so will work for mobile.
Thanks again for being a wizard.
Website: cryptowizards.net