SOURCE CODE FROM THE FOLLOWING LINKS UNDER FOREX AND CRYPTOContinue reading
Promising trading 4 pairs of long short for arbitrage or pair trading
USA Arbitrage Pair Trading Selection 12-2-2016
Europe government data Phase 1 Pair Trading Arbitrage
Source Code Excel with pair trading for trade signals with DotNet C Sharp with Interactive Brokers and MS SQL Server
This is not final code which does not include risk or portfolio management as described in the videos. It is just to show the basic mechanics of order execution and inserting into a database
New code is based off of this Custom Trading Course
The above is the entire Visual Studio 2012 Ultimate solution package.
Source Code Walkthrough of Pair Trading with Excel workbook generation
This detailed video walks you through the generation of Excel worksheets with tricks DLL integration. This is used for pairs trading with daily trading signal.
Download Visual Studio project of C# source code Pair Trade XL
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