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PairTrading: classical pair trading based on cointegration in finance
This package gives classical trading strategy called "Pair trading" to you. you can easily specify pairs for trading and do back-test by this package. It's based on cointegration. Cointegration is a statistical feature of time series proposed by Engle and Granger.
Getting started
Browse package contents
Package details |
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| Author | Shinichi Takayanagi, Kohta Ishikawa |
| Maintainer | Shinichi Takayanagi<shinichi.takayanagi@gmail.com>, Kohta Ishikawa<quantumcorgi@gmail.com> |
| License | BSD |
| Version | 1.1 |
| Package repository | View on R-Forge |
| Installation |
Install the latest version of this package by entering the following in R:
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Try the PairTrading package in your browser
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