Hi can any one please upload List of US stock pairs with high correlation and Co integration for day trading?
Hi can any one please upload List of US stock pairs with high correlation and Co integration for day trading?
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http://www.market-topology.com/
has everything that your after
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Impactopia is a good place to start: http://www.market-topology.com/. API is available.Edit: Seems Aakash is way faster than me!
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Guys, do you have some information of cointegration pairs but forex?
Also, How can we calculate such cointegration pairs ?
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I proposed a cointegration index here:
http://www.datatime.eu/public/gbot/MetricsForAlgorithmicTrading.htm
this is also computed and displayed *realtime* by G-Bot:
see an example in 3-rd picture (exportable to excel) on page:
http://www.datatime.eu/public/gbot/GBotScreenshots.htm
NOTE I now post my TRADING ALERTS into my personal FACEBOOK ACCOUNT and TWITTER. Don't worry as I don't post stupid cat videos or what I eat!
