Pair Trading Quant Maney Ibov Brasil is a specialized trading utility and library developed for MetaTrader MT5 trading environments.
Scan a fixed list of assets (Ibovespa) in the chosen timeframe (TimeFrame). For each pair and for various periods. Calculate a regression model between the two assets (and, if desired, using the bova11 index as a normalizer). Generate the spread of this relationship, its mean, standard deviation, speculative deviation, and betas (B1 and B2). Apply an ADF test without exclusion (cointegration/stationarity). Calculate the Z-score of the current exclusion (how many standard deviations are away from
Designed to enhance trader workflow, order management, and charting productivity, this tool integrates seamlessly into your everyday trading operations.
Expert Advisors, indicators, and tools do not guarantee trading results. Test carefully before using any resource in live trading.