This package implements a matching transaction strategy. Pair trading.Algorithms that were once popular. See the documentation in the package. This package realizes the research result of Goldman Sachs investment banking department: matching transaction. Pair trading.

Filename	Size	Update
PairsTrading_FEX\Description_of_Pairs_Trading.pdf	77947	2008-02-20
PairsTrading_FEX\Example_Data.mat	329309	2007-06-29
PairsTrading_FEX\Example_Script_Pairs_Trading.m	466	2008-02-20
PairsTrading_FEX\m_Files	0	2008-02-20
PairsTrading_FEX\m_Files\normdata.m	818	2007-01-18
PairsTrading_FEX\m_Files\pairs.m	1171	2008-02-20
PairsTrading_FEX\m_Files\pairstrading.m	10061	2008-02-20
PairsTrading_FEX\m_Files\trades.m	1039	2006-11-29
PairsTrading_FEX	0	2008-02-20

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