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Pairs Trading Strategy

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Pairs Trading Strategy

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A pairs trading strategy implemented in MATLAB.

matlab_pairs_trading.zip
DemoMatlabPairsTrading.m
html/DemoMatlabPairsTrading.html
html/matlab-pairs-trading-strategy.png
html/pairs-backtestpanel.png
html/pairs-trading-metrics.png
html/pairs-trading-parameters.png
html/pairs-trading-sharpe-ratio-plot.png
html/pairs-trading-zscore.png
license.txt
PairsTradingStrategy.m

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