Stock distance abacus
The aim of this project is to create simple app which allow calculate distance value for pairs of stocks. It can be helpful in implementing pairs trading strategies based on distance method (to futher references see Gatev(1999) ).
Source of data
Currently app use csv file from stooq.pl site. See stocks folder for exemplary files. In futre I'm going to implement getting data directly from Finance Yahoo.
Questions
Feel free to asks questions or sends pull request.
Licence
Copyright 2013 Michał Moczulski
Licensed under the Apache License, Version 2.0 (the "License");
you may not use this file except in compliance with the License.
You may obtain a copy of the License at
http://www.apache.org/licenses/LICENSE-2.0
Unless required by applicable law or agreed to in writing, software
distributed under the License is distributed on an "AS IS" BASIS,
WITHOUT WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied.
See the License for the specific language governing permissions and
limitations under the License.