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Stock Pair Builder

Stock Pair Builder is user-friendly software solution for screening and backtesting Stock Pairs.

Stock Pair Builder is whole-in-one, a user-friendly software for fast and intuitive screening for stock pairs, it’s detailed backtesting and building the trading portfolio. Stock Pair Builder contains a list of all the stocks traded on NYSE, NASDAQ and AMEX and definition of all sectors of U.S. industry with hundred of thousands of potential stock pairs. Stock Pair Builder helps you backtest thousands of stock pairs in a minute and build your optimal personal portfolio.

We have developed the program in 2006 for our own pair trading. Only then we offered it to the general public as a commercial product. Thanks to that the program is very transparent and efficient. At this time program is used by hundreds of users all over the world. Their comments and suggestions are continuously incorporated into the program.

Pair screening

  • ★ Fast, reliable and user-friendly pair screening
  • ★ 132 predefined sectors of US industries with 326.208 stock pairs
  • ★ 5 years of historical EOD data included
  • ★ Pair filtering by fundamental and performance parameters
    • ➤ filtering by stock price
    • ➤ filtering by stock average daily volume
    • ➤ filtering by average correlation (two different periods)
    • ➤ filtering by stock pair performance: Gain/Drawdown ratio, Equity stability, Maximum drawdown, Minimum number of trades, Minimum win%
  • ★ Fast screening thanks to full support of multi-core CPUs. Speed up to 3000 pairs/second (!) on Intel Core i7.

Pair backtesting

  • ★ Detailed charts and tables with pair statistics
  • ★ Multiple pair equity for comparation
  • ★ Robustness test a walk-forward analysis
  • ★ Stock correlation chart (up to 4 different periods)
  • ★ Model chart (graphic interpretation of the calculation model)
  • ★ Relative deviation distribution chart
  • ★ Export to MS Excel
    • ➤ Pair calculation table
    • ➤ Pair trades
    • ➤ Complete pairs table

Portfolio analysis

  • ★ Fast and user-friendly portfolio set-up and editing
  • ★ Automatic testing of overloaded portfolio
  • ★ Detailed portfolio performance statistics
  • ★ Detailed chart and table of executed trades
  • ★ Commissions included in portfolio performance

Database

  • ★ 5 years of EOD data included in the installation package
  • ★ Flexible import of historical data from MS Excel and text files
  • ★ Automatic data update from Interactive Brokers TWS
  • ★ Stock price chart and table

Program log

  • ★ Detailed log of program activity
  • ★ Saved on the disc in RichTextFormat (*.rtf)