Pair-Trading with S&P500 Companies – Part I.
[This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers]. (You can report issue about the content on this page here)
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
In my recent post I wrote the code to download historical data for companies included in S&P500 index. Today I would like to perform statistical procedures to identify whether certain pair of stocks is co-integrated or not. Since there are approximately 500 companies that means I will need to perform calculations of testing. First of […]
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.
To leave a comment for the author, please follow the link and comment on their blog: QuantTraderQuantTrader » R.
R-bloggers.com offers daily e-mail updates about R news and tutorials about learning R and many other topics. Click here if you're looking to post or find an R/data-science job.
Want to share your content on R-bloggers? click here if you have a blog, or here if you don't.