A short snippet from the excellent "Algorithmic Trading Webinar" from the Mathworks showing the ease with which a very basic pairs trading setup can be...
www.guerillastocktrading.com I have got oodles of interest on my pair trading article and the play I entered in both Apple and Research In Motion. I...
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...
High frequency statistical arbitrage trading system. 1st view: pairs trade screening for entry/exit signals 2nd: FX sentiment, general sentimen for going long/short individual currencies 3rd:...