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updated 7 months ago

Pairs Trading by Hui Gong

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

PT(S_1,S_2,z_0,mu_1,mu_2,sigma_1,sigma_2,delta,rho,beta,g...

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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

README.M

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