This demo shows how functionality within Econometric Toolbox can be used to identify and calibrate a simple, intraday pairs trading strategy.
Demo from the April 14, 2011 webinar titled "Cointegration and Pairs Trading with Econometrics Toolbox."
Copyright (c) 2016, The MathWorks, Inc.
This download contains the files used in the April 14, 2011 webinar titled Cointegration and Pairs Trading with Econometrics Toolbox. It is recomended that you watch the recording of the
Choose your country to get translated content where available and see local events and offers. Based on your location, we recommend that you select: .
You can also select a location from the following list:
See all countries