Files used in the April 14, 2011 webinar titled Cointegration and Pairs Trading with Econometrics Toolbox.
It is recomended that you watch the recording of the webinar: http://www.mathworks.com/videos/cointegration-and-pairs-trading-with-econometrics-toolbox-81799.html
Stuart Kozola (2021). Cointegration and Pairs Trading with Econometrics Toolbox (https://www.mathworks.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox), MATLAB Central File Exchange. Retrieved .
MATLAB Release Compatibility
Platform CompatibilityWindows macOS Linux
Inspired: Pairs Trading Strategy GGR (2006)
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