API for PairTrading
classical pair trading based on cointegration in finance
| Global functions | |
|---|---|
| .return | Source code |
| EstimateParameters | Man page Source code |
| EstimateParametersHistorically | Man page Source code |
| HedgeRatio2Weight | Source code |
| IsStationary | Man page Source code |
| PairTrading | Man page |
| PairTrading-package | Man page |
| Return | Man page Source code |
| Simple | Man page Source code |
| SimpleWithTakeProfit | Source code |
| signal | Man page |
| stock.price | Man page |
