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Cointegration and Pairs Trading with Econometrics Toolbox

version 1.0.0.1 (11.1 MB) by Stuart Kozola
Demo files from the webinar of same title.

11.5K Downloads

Updated 01 Sep 2016

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Files used in the April 14, 2011 webinar titled Cointegration and Pairs Trading with Econometrics Toolbox.
It is recomended that you watch the recording of the webinar: http://www.mathworks.com/videos/cointegration-and-pairs-trading-with-econometrics-toolbox-81799.html

Cite As

Stuart Kozola (2021). Cointegration and Pairs Trading with Econometrics Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: Pairs Trading Strategy GGR (2006)

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