PairTrading: classical pair trading based on cointegration in 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.
||R (≥ 2.13.1), xts, tseries|
||Shinichi Takayanagi, Kohta Ishikawa|
||Shinichi Takayanagi <shinichi.takayanagi at gmail.com>|