Re: [R-SIG-Finance] PairTrading package

ding=6> •Gerry Bamberger and Nunzio Tartaglia •Quantitative group at Morgan Stanley •Around 1980s •D.E. Shaw & Co. is famous for this strategy Pair trading was pioneered by … 4 r-forge.r-project.org From: Enrico Schumann Sent: Tuesday, September 22, 2020 1:

Re: [R-SIG-Finance] PairTrading package

Thanks a lot, Enrico. From: Enrico Schumann Sent: Tuesday, September 22, 2020 1:29 AM To: Alec Schmidt Cc: Daniel Cegiełka ; r-sig-finance@r-project.org Subject: Re: [R-SIG-Finance] PairTrading package On Mon, 21 Sep 2020, Alec Schmidt writes: > Dan

Re: [R-SIG-Finance] PairTrading package

2020 5:01 PM > To: Alec Schmidt > Cc: r-sig-finance@r-project.org > Subject: Re: [R-SIG-Finance] PairTrading package > > Hi Alec, > > $ R --version > R version 4.0.0 (2020-04-24) -- "Arbor Day" > Copyright (C) 2020 The R Foundation for Statistical Computing &

Re: [R-SIG-Finance] PairTrading package

From: Daniel Cegiełka Sent: Monday, September 21, 2020 5:01 PM To: Alec Schmidt Cc: r-sig-finance@r-project.org Subject: Re: [R-SIG-Finance] PairTrading package Hi Alec, $ R --version R version 4.0.0 (2020-04-24) -- "Arbor Day" Copyright (C) 2020 The R

Re: [R-SIG-Finance] 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 and you can find a pair trading demo here

Re: [R-SIG-Finance] PairTrading package

Hi Alec, $ R --version R version 4.0.0 (2020-04-24) -- "Arbor Day" Copyright (C) 2020 The R Foundation for Statistical Computing Platform: x86_64-apple-darwin17.0 (64-bit) R is free software and comes with ABSOLUTELY NO WARRANTY. You are welcome to redistribute it under the terms of the GNU

[R-SIG-Finance] PairTrading package

I used to have R version 3.6.0 and tried to install PairTrading but got a message that the package is not available for that version. Now I've updated R to 4.0.2. but still have the message: package �PairTrading� is not available (for R version 4.0.2) I wonder if anything can be done about it