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CointegrationPairsTrading

  • Category : Finance-Stock software system
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  • Update : 2013-05-27
  • Size : 11.07mb
  • Downloaded :0次
  • Author :mark*****
  • About : Nobody
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Introduction - If you have any usage issues, please Google them yourself
MATLAB code for Co-integration-based pairs trading
Packet file list
(Preview for download)


Charts
......\pairsChart.m
Data
....\getMinuteDataFromDB.m
....\MinuteBars.accdb
Demo1_CIWebinar.m
Demo2_Pairs_Trading.m
Models
......\pairs.m
......\pairsFun.m
......\parameterSweep.m
README.m
html
....\Demo1_CIWebinar.html
....\Demo1_CIWebinar.png
....\Demo1_CIWebinar_01.png
....\Demo1_CIWebinar_02.png
....\Demo1_CIWebinar_03.png
....\Demo1_CIWebinar_04.png
....\Demo2_Pairs_Trading.html
....\Demo2_Pairs_Trading.png
....\Demo2_Pairs_Trading_01.png
....\Demo2_Pairs_Trading_02.png
....\Demo2_Pairs_Trading_03.png
....\Demo2_Pairs_Trading_04.png
....\README.html
license.txt
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