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updated 10 months ago

Pairs Trading by Hui Gong

This m-file will show you the dynamic pairs trading using the stochastic control approach. (pairs trading)


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updated 3 years ago

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

Demo files from the webinar of same title. (cointegration, trading, pairs trading)

Demo 1: Cointegration

Intraday Pairs trading


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