#11 Pairs Trading Documentation and evaluations m files

open
msperlin
5
2007-04-16
2007-04-16
msperlin
No

* Review files and upload pairs trading Strategy files (just as matlab contributed user files)

* Add routines for evaluation of strategies considering different threshold values (annualized sharpes, maxdrawndown, beta, mean, average, number of trades, plots (acum money), etc)

Discussion

  • Pranas

    Pranas - 2007-04-18

    Logged In: YES
    user_id=630863
    Originator: NO

    The structure in SVN re factored. Please updated trunk updating sources, sample data, documentation in SVN.

     
  • Pranas

    Pranas - 2007-11-06

    Logged In: YES
    user_id=630863
    Originator: NO

    Would you mind creating documentation in English and Portuguese and publish via Documentation of project?

     

Log in to post a comment.

Get latest updates about Open Source Projects, Conferences and News.

Sign up for the SourceForge newsletter:





No, thanks