PairTrading
classical pair trading based on cointegration in finance
BSD
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.
Versions
| Package | Version | Released |
|---|---|---|
| PairTrading | 1.1 | 1 year 8 weeks ago |
| PairTrading | 1.0 | 1 year 31 weeks ago |