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matlab_pairs_trading

于 2020-07-01 发布文件大小:127KB

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代码说明：

这个程序包实现了高盛投行部研究成果：配对交易。Pair trading. (Pair Trading Strategy. This packages contains the sample codes for pair trading. Please refer to the auther to show respects.)

文件列表：

matlab_pairs_trading
....................\DemoMatlabPairsTrading.m,8818,2013-04-29
....................\html
....................\....\DemoMatlabPairsTrading.html,23816,2013-04-29

....................\....\pairs-trading-zscore.png,10875,2013-04-29
....................\license.txt,1311,2014-02-12
....................\PairsTradingStrategy.m,2870,2013-04-28

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