文件名称:matlab_pairs_trading
介绍说明－－下载内容均来自于网络，请自行研究使用
这个程序包实现了高盛投行部研究成果：配对交易。Pair trading. -Pair Trading Strategy. This packages contains the sample codes for pair trading. Please refer to the auther to show respects.
(系统自动生成,下载前可以参看下载内容)
下载文件列表
matlab_pairs_trading
....................\DemoMatlabPairsTrading.m
....................\PairsTradingStrategy.m
....................\html
....................\....\DemoMatlabPairsTrading.html
....................\....\matlab-pairs-trading-strategy.png
....................\....\pairs-backtestpanel.png
....................\....\pairs-trading-metrics.png
....................\....\pairs-trading-parameters.png
....................\....\pairs-trading-sharpe-ratio-plot.png
....................\....\pairs-trading-zscore.png
....................\license.txt