Man pages for PairTrading
classical pair trading based on cointegration in finance
| EstimateParameters | Estimate parameters at any point. |
| EstimateParametersHistorically | Estimate parameters historicall for back test. |
| IsStationary | Check the stationarity of time series (spread) |
| PairTrading-package | Classical pair trading methods based on cointegration... |
| Return | Calculate return of back-test |
| Simple | Create trading Signal |
| stock.price | sample stock price data |
