|
PureBytes Links
Trading Reference Links
|
Has
anyone written any MS or AB code to solve for cointegration?
<FONT face=Arial color=#0000ff
size=2>
If
not, does anyone have the forumula in English so that I could try to code it to
be shared by all?
<FONT face=Arial color=#0000ff
size=2>
I'm
trying to improve on my "pairs" trading systems that are currently just using
correlation coefficients.
Yahoo! Groups Sponsor
To unsubscribe from this group, send an email to:
equismetastock-unsubscribe@xxxxxxxxxxxxxxx
Your use of Yahoo! Groups is subject to the Yahoo! Terms of Service.
|