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Results for "cointegration"


  • Pairs Trading - A Cointegration Approach

    I have an interest in cointegration also and found this article in my collection.  It's a thesis paper written by an Australian college student.

    Tags: statistics, arbitrage, cointegration

    3250 days ago

  • Cointegration

    Read that ! I was thinking about adding in the future, a self cointegration coefficient to calculate it w/ a perceptron means, I would like to calculate the cointegration of the market chart on itself

    Tags: cointegration

    3250 days ago