classical pair trading based on cointegration in finance CRAN Task View: Finance (http://CRAN.R-project.org/view=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. Software Depends: R(>= 2.13.1), xts, tseries Shinichi Takayanagi<shinichi.takayanagi@gmail.com> Shinichi Takayanagi, Kohta Ishikawa BSD 2012-03-25 application/tgz http://CRAN.R-project.org/package=PairTrading