PairTrading: classical pair trading based on cointegration in finance
Version 1.1

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.

Package details

AuthorShinichi Takayanagi, Kohta Ishikawa
MaintainerShinichi Takayanagi<shinichi.takayanagi@gmail.com>, Kohta Ishikawa<quantumcorgi@gmail.com>
LicenseBSD
Version1.1
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("PairTrading", repos="http://R-Forge.R-project.org")

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PairTrading documentation built on May 31, 2017, 4:37 a.m.