TsaTsa EOD

TsaTsa EOD is a Java application developed for the statistical arbitrage trader. The name stands for Technical and Statistical Analysis for Trading of Statistical Arbitrage, using End Of Day data. The emphasis is on trading or implementing a strategy, not just on analysing it. It tries to be practical yet does not shy away from the calculations required to empower your pairs trading.

Software

• Data Client
• Fund Client
• Text Importer
• Metastock Importer
• Trade Plotter
• VAR Calculator
• Quantre
• TsaTsa EOD
• Network Builder
• Strategy Simulator

Modelling the market