Tag Archives: Means

R trading – Pairs Trading – Means as an Algorithm

R trading – Pairs Trading – Means as an Algorithm

Here is a rendition of a presentation made to QuantLabs at North York Central library. The slide-deck, data, and code can be found @ alonhonig.com

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!