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

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/

Excellent tutorial on using urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes, benchmarks and estimating models

Excellent tutorial on urca R package for VAR, Cointegration, Statistical Tests, Non Stationary Processes , benchmarks, estimating models Wow! This tutorial at http://www.pfaffikus.de/download/tutorial-useR2008.pdf is quite excellent! As I look for cointegration tests like Dickey Fuller, this tutorial has it! Also, there are some demos on VAR with traditional processes. I must say I have validated […]