PairTrading-package | Classical pair trading methods based on cointegration analysis. |
EstimateParameters | Estimate parameters at any point. |
EstimateParametersHistorically | Estimate parameters historicall for back test. |
IsStationary | Check the stationarity of time series (especially spread) |
PairTrading | Classical pair trading methods based on cointegration analysis. |
Return | Calculate return of back-test |
signal | Create trading Signal |
Simple | Create trading Signal |
stock.price | sample stock price data |