Excellent tutorial on pair trading in R on how to Estimate parameters for back test, Create trading signal,, Back-test performance

(Last Updated On: May 30, 2012)

Excellent tutorial on pair trading in R on how to Estimate parameters for back test, Create trading signal,, Back-test performance
This is an excellent tutorial that shows R’s pair trading capabilities with the PairTrading package.
It includes benefits how to do:
Estimate parameters for back test
Create trading signal
Back-test performance
http://www.r-bloggers.com/pair-trading-strategy-how-to-use-pairtrading-package/

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