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.
|Author||Shinichi Takayanagi, Kohta Ishikawa|
|Maintainer||Shinichi Takayanagi<firstname.lastname@example.org>, Kohta Ishikawa<email@example.com>|
|Package repository||View on R-Forge|
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