Skip to content
#

cointegration

Here is 1 public repository matching this topic...

C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function t…

  • Updated Dec 14, 2020
  • C#

Improve this page

Add a description, image, and links to the cointegration topic page so that developers can more easily learn about it.

Curate this topic

Add this topic to your repo

To associate your repository with the cointegration topic, visit your repo's landing page and select "manage topics."

Learn more