Barclays Capital has gone live on 4S.Klondike, the relationship mining platform for pairs traders from San Francisco-based 4th Story.
First released in October last year, 4S.Klondike is designed for traders and portfolio managers to quickly mine pairs opportunities from a large universe of instruments and potential pair combinations. It provides time series analysis of correlation, ratio, regression and other statistics. Outputs may be run through other 4th Story modelling products for further testing and analysis or exported to Microsoft Excel.