I have posted 2 new videos for co integration, 4 pair trading model forecasting, and 6 moving average videos with trading strategies
There are a total of 2 videos with another 4 videos for pair trading.
All of the following contain R scripts to download with a source code walkthrough for each:
|1. Improved MA which always proves to better than a simple one.|
|2. Plot Multi Time Series|
|3. Simple Moving Average with Volatility Filter|
|4. Low level R functions for improved moving average optimized for your C++ automated trading platform|
Plus more to show why Buy and Hold will always work the best. One also includes your entry/exit positions, signals, and more.
|1. Gold versus the fear trade with VIX pair trading|
|2. Use Johansen hypothetical co integration test with Yahoo Finance data structural breaks|
|1.See the Hedge Ratio Demo|
|2. Pair Trading across the entire S&P 500 but you can have your watch list with this script|
|3. A simplified PairTradeTest for Cointegration|
|4. Seasonal spread pair trading
Most of these scripts also demo how to calculate p-values, beta, spreads, etc needed pair trading no different how the professional intuitional traders do it. Do you really want to continue trading like a little kid versus how the grownups do it?
See you on the other side.
BryanNOTE 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!