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Cointegration and Pairs Trading with Econometrics Toolbox

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Cointegration and Pairs Trading with Econometrics Toolbox

by

Stuart Kozola (view profile)

 

15 Apr 2011 (Updated )

Demo files from the webinar of same title.

CointegrationPairsTrading.zip
Charts/pairsChart.m
Data/getMinuteDataFromDB.m
Data/MinuteBars.accdb
Demo1_CIWebinar.m
Demo2_Pairs_Trading.m
html/Demo1_CIWebinar.html
html/Demo1_CIWebinar.png
html/Demo1_CIWebinar_01.png
html/Demo1_CIWebinar_02.png
html/Demo1_CIWebinar_03.png
html/Demo1_CIWebinar_04.png
html/Demo2_Pairs_Trading.html
html/Demo2_Pairs_Trading.png
html/Demo2_Pairs_Trading_01.png
html/Demo2_Pairs_Trading_02.png
html/Demo2_Pairs_Trading_03.png
html/Demo2_Pairs_Trading_04.png
html/README.html
license.txt
Models/pairs.m
Models/pairsFun.m
Models/parameterSweep.m
README.m

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