Quant Arb Matrix

Quant Arb Matrix is an expert advisor for MetaTrader 5 that trades baskets of related forex symbols instead of a single chart. It looks for temporary price relationships between pairs, opens several legs together, and closes the basket on a profit target or through its own risk controls.

How it works

The EA combines three approaches that you can switch between in the inputs.

• Statistical arbitrage: it compares a primary and a secondary correlated pair against a moving average baseline. When the spread between them moves beyond a chosen z-score, it enters expecting a return toward the mean. A separate z-score stop closes the position if the move keeps widening.
• Triangular hedging: it uses three related symbols to build a hedged cycle, and limits how many cycles can be open at once.
• Predictive linear regression: it fits a regression over a set number of periods and trades when the price deviates from the forecast by more than a percentage threshold. This mode uses two legs plus a cross leg.

Before opening a multi-leg basket, the EA can check free margin for every leg. Profits can be protected with a basket trail that follows the combined profit of all open trades in dollars rather than each trade separately.

Markets and timeframes

The logic is designed for forex symbols that have a meaningful relationship to each other. The description does not fix a timeframe, so check the inputs and test several. Your broker must offer every symbol you assign, and symbol names (including suffixes) must match your account. This store lists the product under scalping, trend and grid tags, but the basket logic above is what you should evaluate when testing.

Settings

Exact default values are not listed here, so read them in the input window and test before use.

Kelly-based sizing relies on your own win rate and risk/reward estimates. If those estimates are too optimistic, position sizes will be too large, so use a conservative Kelly fraction.

Risk

Installation

1. In MetaTrader 5, choose File, then Open Data Folder.
2. Open MQL5, then Experts, and copy the downloaded expert advisor file there.
3. Restart the terminal or refresh the Navigator panel.
4. Add every symbol the EA will use to Market Watch.
5. Drag the EA onto a chart, review the inputs, and enable Algo Trading.

Run it in the Strategy Tester and on a demo account before connecting it to live funds, and confirm that your broker's spreads, latency and margin rules suit multi-leg trading.