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Question: How to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated

(Last Updated On: July 20, 2012)

Question: How to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated ?

From a reader:

Do you show how to find pairs by scanning the thousands of stocks and find the ones with mean reverting, cointegrated, and correlated ?

I say:

Just go to quantcode.com. I have seen some projects that do this.

Update!
I now have a Premium Member posting for this to scan the S&P for anything that is cointegrated? There is other demos to show what is mean reverting and correlated. It is done in R and much easier than what I have seen in Quantcode.com 
Hope this helps.
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