Pair Statistics

PairStats is a data retrieval engine for pair statistics and fundamental data of individual stocks

It supports requests for on-demand calculations of various pair statistics based on spread prices

We process tick-data for pairs on a daily basis. Availability of such data enables our pair traders to use APM’s build-in PairStats gateway for requesting various on-demand calculations for pairs from our PairStats server and retrieving the results back into the APM pair-trading platform. Examples of data that can be requested:

  • ATR calculations based on spread prices of pairs using custom time period (days, months)
  • Spread Ranges for given time periods
  • Spread High & Spread Low for given periods
  • Pair correlations
  • Pair cointegration (Dickey Fuller test)
  • Simple moving averages based on Pivot and Prev. Close
  • Bollinger bands based on Pivot and Prev. Close (as well as standard deviation for the given period)
  • Pivot points, Support 1 (S1), S2, S3, Resistance 1 (R1), R2, R3
  • Ability to run back-tests
  • You may also retrieve 92 data points of fundamental data for each stock

This data is available for collection in APM trading platform. - pair stats - example of pair statistics and fundamental data retrieval - APM PairStats - available categories for pair statistics