Cointegration and Pairs Trading with Econometrics Toolbox

Demo files from the webinar of same title.

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Updated 9 Feb 2022

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Files used in the April 14, 2011 webinar titled Cointegration and Pairs Trading with Econometrics Toolbox.

Cite As

Stuart Kozola (2023). Cointegration and Pairs Trading with Econometrics Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011a
Compatible with any release
Platform Compatibility
Windows macOS Linux
Acknowledgements

Inspired: Pairs Trading Strategy GGR (2006)

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Version Published Release Notes
1.0.0.2

Webinar is no longer available to view. These files are documented and you can walk through the scripts.

1.0.0.1

Updated license

1.0.0.0