PairsTrading_FEX his function performs the classic

Title: PairsTrading_FEX

Category:
Mathimatics-Numerical algorithms
Tags:
[Matlab] [源码]
File Size:
115kb
Update:
2012-11-26
Downloads:
0 Times
Uploaded by:
rbc123123123

Description: his function performs the classical pairs trading framework in a given set of prices

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File list (Check if you may need any files):

PairsTrading_FEX
................\Example_Data.mat
................\Example_Script_Pairs_Trading.m
................\m_Files
................\.......\findProfit.m
................\.......\normdata.m
................\.......\pairs.m
................\.......\pairstrading.m
................\.......\trades.m
license.txt