Test cointegration with R
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Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent webpage with data, code and detailed example, cheers.Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
http://quanttrader.info/public/testForCoint.html
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