API for maiers94/RMSCDISS
Pairs Trading - MSc Dissertation
| Global functions | |
|---|---|
| adf | Source code |
| compare.lists | Source code |
| compound.returns | Source code |
| compound.returns.interest | Source code |
| compound.returns.old | Source code |
| euclidean | Source code |
| findpairs | Source code |
| gatevreturns | Source code |
| johansen | Source code |
| listgen.allc | Source code |
| mdd | Source code |
| optimise.param | Source code |
| output.pairs | Source code |
| pickup | Source code |
| price2ret | Source code |
| returncalc | Source code |
| summarise | Source code |
| trade.pairs | Source code |
| vary.param | Source code |
