Quant analytics in Matlab: Why conintegration is very useful for forecasting and statistical arbitrage of two market assets

Quant analytics with Matlab: Really good online explanation why conintegration is very useful for forecasting and statistical arbitrage of two market assets Regardless of your knowledge this could be a very effective way to learn how to forecast which leads into stat arb using Matlab. It shows a lot of promise: http://www.mathworks.com/company/events/webinars/webinarconf.html?id=55450&language=en http://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox This could …

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