Cointegration and Pairs Trading with Econometrics Toolbox
William Mueller, MathWorks
Stuart Kozola, MathWorks
Learn how Econometrics Toolbox can be used to create better time-series models and forecasts. In this webinar, we will introduce new capabilities with the R2011a release of Econometrics Toolbox that include cointegration tests and vector-error-correcting (VEC).
Short examples will be used to illustrate the new features followed with an applied case study in pairs trading.
关于演示者：
Stuart Kozola is a product manager at MathWorks and focuses on MATLAB® and add-on products for computational finance.
William Mueller is a developer at MathWorks and focuses on computational finance products, including Econometrics Toolbox™.
View example code from this webinar here:
//www.tatmou.com/matlabcentral/fileexchange/31060-cointegration-and-pairs-trading-with-econometrics-toolbox
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