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Andrew Baxter


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06 Apr 2012 Cointegration and Pairs Trading with Econometrics Toolbox Demo files from the webinar of same title. Author: Stuart Kozola

Please be aware that this demo is not representative of what is achievable in reality. The demo has look ahead bias as it looks at future data to determine the trading signal to use on that data.

See pairs.m "Compute residuals over the next N days"

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