A simple implementation of a pairs trading strategy.
This script was part of a seminar paper I did for a financial econometrics course at my university. It needs a lot of improvement but I will keep on updating it.
A simple implementation of a pairs trading strategy
A simple implementation of a pairs trading strategy.
This script was part of a seminar paper I did for a financial econometrics course at my university. It needs a lot of improvement but I will keep on updating it.
A simple implementation of a pairs trading strategy