- Category:
- Other systems
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- File Size:
- 396kb
- Update:
- 2020-05-18
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Description: This package implements a matching transaction strategy. Pair trading.Algorithms that were once popular. See the documentation in the package.
This package realizes the research result of Goldman Sachs investment banking department: matching transaction. Pair trading.
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File list (Check if you may need any files):
| Filename | Size | Date |
|---|
| PairsTrading_FEX\Description_of_Pairs_Trading.pdf | 77947 | 2008-02-20
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| PairsTrading_FEX\Example_Data.mat | 329309 | 2007-06-29
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| PairsTrading_FEX\Example_Script_Pairs_Trading.m | 466 | 2008-02-20
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| PairsTrading_FEX\m_Files | 0 | 2008-02-20
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| PairsTrading_FEX\m_Files\normdata.m | 818 | 2007-01-18
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| PairsTrading_FEX\m_Files\pairs.m | 1171 | 2008-02-20
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| PairsTrading_FEX\m_Files\pairstrading.m | 10061 | 2008-02-20
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| PairsTrading_FEX\m_Files\trades.m | 1039 | 2006-11-29
|
| PairsTrading_FEX | 0 | 2008-02-20 |
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