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.
| Version: |
1.1 |
| Depends: |
R (≥ 2.13.1), xts, tseries |
| Published: |
2012-03-25 |
| Author: |
Shinichi Takayanagi, Kohta Ishikawa |
| Maintainer: |
Shinichi Takayanagi <shinichi.takayanagi at gmail.com> |
| License: |
BSD |
| NeedsCompilation: |
no |
| In views: |
Finance |
| CRAN checks: |
PairTrading results |