Cointegration and pairs trading with econometrics toolbox in matlab

The following Matlab project contains the source code and Matlab examples used for cointegration and pairs trading with econometrics toolbox. Files used in the April 14, 2011 webinar titled Cointegration and Pairs Trading with Econometrics Toolbox. It is recomended that you watch the recording of the webinar:

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
pairsChart.m 354
getMinuteDataFromDB.m 838
MinuteBars.accdb 51654656
Demo1_CIWebinar.m 3723
Demo2_Pairs_Trading.m 3041
Demo1_CIWebinar.html 15799
Demo1_CIWebinar.png 5462
Demo1_CIWebinar_01.png 12106
Demo1_CIWebinar_02.png 11895
Demo1_CIWebinar_03.png 7801
Demo1_CIWebinar_04.png 11886
Demo2_Pairs_Trading.html 9775
Demo2_Pairs_Trading.png 5229
Demo2_Pairs_Trading_01.png 8190
Demo2_Pairs_Trading_02.png 5884
Demo2_Pairs_Trading_03.png 9655
Demo2_Pairs_Trading_04.png 9450
README.html 5458
license.txt 1528
pairs.m 3986
pairsFun.m 563
parameterSweep.m 2989
README.m 1130