MATLAB Pairs Trading / Statistical Arbitrage Example

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Uploaded by on Apr 26, 2010

Excellent introduction to the implementation of pairs trading in MATLAB.

The full webinar may be downloaded at www.themathworks.com and includes other examples of trading examples using traditional technical analysis indicators.

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  • @samsungprin Billionaires don't trade. They learn fundamental investing like Warren Buffett.

  • yehoo!

  • it means that instead of studying finance, I just need to study mathlab to become billionaire? if it works, why not all billionaires have mathlab?

  • What is the Title of this Webinar? I can't find it on mathworks.

  • who originally uploaded this?

  • you have in-sample bias no?

    you used full sample to work out the pairs. but you should use out of sample

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