Package: PairTrading
Type: Package
Title: classical pair trading based on cointegration in finance
Version: 1.0
Date: 2011-10-19
Author: Shinichi Takayanagi, Kohta Ishikawa
Maintainer: Shinichi Takayanagi<teramonagi@gmail.com>, Kohta
        Ishikawa<quantumcorgi@gmail.com>
Description: This package gives classical trading strategy called "Pair
        trading" to you. you can easily specify pairs for trading and
        do back-test by this package. It's based on cointegration.
        Cointegration is a statistical feature of time series proposed
        by Engle and Granger.
License: BSD
LazyLoad: yes
Depends: R(>= 2.13.1), xts, tseries
Packaged: 2011-10-18 23:26:43 UTC; yana
Repository: CRAN
Date/Publication: 2011-10-19 07:38:03
