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.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!
