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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)




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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)


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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


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