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updated 2 months ago

FQuantToolBox V1.3[NoHistData] byLY_faruto by faruto

faruto (view profile)

FQuantToolBox: A Data and Backtesting Quant Tool Box based on MATLAB by faruto. (quant, stock, trade)

GetIndexList_Web.m

GetIndexTSDay_Web.m

GetStockList_Web.m

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updated 1 year ago

Pairs Trading by Hui Gong

Hui Gong (view profile)

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 almost 4 years ago

Cointegration and Pairs Trading with Econometrics Toolbox by Stuart Kozola

Stuart Kozola (view profile)

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

Demo 1: Cointegration

Intraday Pairs trading

README.M

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