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 |
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