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.

AuthorShinichi Takayanagi, Kohta Ishikawa
Date of publicationNone
MaintainerShinichi Takayanagi<shinichi.takayanagi@gmail.com>, Kohta Ishikawa<quantumcorgi@gmail.com>
LicenseBSD
Version1.1

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