Pairs Trading in R April 16, 2009
Posted by Sina in : Daily , trackbackI’ve made public the R code I wrote to implement a pairs trading strategy I did this past month for a class. You can see it here: http://docs.google.com/Doc?id=d3kfhws_35g7p6hmff.
Use at your own risk. Under the GNU FDL, I offer no warranty.
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