Tobias-Mann / Pairs-Trading-AnalyzerView external linksLinks
C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates profits of applying the Pairs Trading Strategy to these stocks. To Project further Includes code to conduct statistical inference and a Function t…
☆22Dec 14, 2020Updated 5 years ago
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