Quothigh freeware
Quothigh
Added: June 04, 2013 | Visits: 572
This function performs the classical pairs trading framework in a given set of prices From Wikipedia, the free encyclopedia:d-deDUThe pairs trade was developed in the late 1980s by quantitative analysts and pioneered by Gerald Bamberger while at Morgan Stanley. With the help of others at Morgan...
Platforms: Matlab
License: Freeware | Size: 112.64 KB | Download (51): Classical Pairs Trading Using MatLab Download |