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PairTrading package

Hi Alec

Thanks Daniel. I will add assuming you are looking for something to merely
test a strategy as opposed to something specifically using cointegration to
build your signal, there is also quantstrat
<https://github.com/braverock/quantstrat> and you can find a pair trading
demo here
<https://github.com/braverock/quantstrat/blob/master/demo/pair_trade.R>.

Regards
Jasen

On Mon, 21 Sep 2020 at 17:01, Daniel Cegie?ka <daniel.cegielka at gmail.com>
wrote: