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CointegrationProjectImplementation
Econometric Toolbox
Raw
TranformedRaw
AC_Test_Result.mat
adf.m
ADFtest_TS.mat
chis_prb.m
CITest.mat
CI_Johansen_Mult.mat
Cointegrated Stocks.fig
CointegrationProjectMain.m
CointegrationResultMain.xlsx
cols.m
columnlegend.m
c_sjt.m
ECM.out
ECM.xls
ECMCalibration.mat
ECM_IF1301.out
ECM_IF1301.xls
ECM_IF1303.out
ECM_Johansen_CointegrationResult_IF1301.xls
ECM_Johansen_CointegrationResult_IF1303.out
ECM_Johansen_CointegrationResult_IF1306.xls
eg.mat
EG_CTT_Test_Result.mat
EG_CT_Test_Result.mat
Error Correction Model.jpg
fdis_prb.m
gecp.m
IF1301 and Cointegrated Stocks.fig
IF1301 and Cointegrated Stocks.jpg
IF1301 and Hedged Portfolio.jpg
IF1301 and Synthetized Index.fig
IF1301 Error Correction Model.fig
IF1301 Error Correction Model.jpg
IF1301 Statistical Arbitrage Trading.fig
IF1301 Statistical Arbitrage Trading.jpg
IF1301 Synthetic Index Convergence Trading.fig
IF1303 and Cointegrated Stocks.fig
IF1303 and Cointegrated Stocks.jpg
IF1303 and Hedged Portfolio.fig
IF1303 and Hedged Portfolio.jpg
IF1303 and Synthetized Index.fig
IF1303 and Synthetized Index.jpg
IF1303 Error Correction Model.fig
IF1303 Statistical Arbitrage Trading.fig
IF1303 Synthetic Index Convergence Trading.fig
IF1303 Synthetic Index Convergence Trading.jpg
IF1306 and Cointegrated Stocks.fig
IF1306 and Cointegrated Stocks.jpg
IF1306 and Hedged Portfolio.jpg
IF1306 and Synthetized Index.fig
IF1306 and Synthetized Index.jpg
IF1306 Error Correction Model.jpg
IF1306 Statistical Arbitrage Trading.jpg
Johansen_Test.mat
lag.m
Long Short Trading Strategy P L Distribution.fig
mlag.m
PairsTrading.mat
PairsTradingCleaned.mat
pgranger.m
prt.m
prt_coint.m
ref.m
rows.m
rztcrit.m
ScaledPrice.mat
Scaled_ECM_IF1303.out
Scaled_ECM_IF1306.xls
Scaled_ECM_Johansen_CointegrationResult_IF1301.out
Scaled_ECM_Johansen_CointegrationResult_IF1303.out
Scaled_ECM_Johansen_CointegrationResult_IF1303.xls
Scaled_ECM_Johansen_CointegrationResult_IF1306.out
Scaled_ECM_Johansen_CointegrationResult_IF1306.xls
SH600019 Trend Stationary Price Level Series.fig
SH600588 Autoregressive Stationary Price Level Series.fig
SH600588 Autoregressive with Drift Stationary Price Level Series.fig
SH600588 Stationary without Augmentation Price Level Series.fig
SH600779 Autoregressive with Drift Stationary Price Level Series.fig
SH601288 Trend Stationary Price Level Series.fig
Statistical Trading Strategy Back Testing.jpg
Synthetic Index Convergence Trading.fig
SyntheticIndex.mat
Synthetized Index.jpg
Synthetized Index_1.jpg
SynthetizedIndex.mat
tdis_inv.m
tdis_pdf.m
tdis_prb.m
Testing.asv
TradingStrategy.mat
trimr.m
URVARTestReuslt.mat
VAR.mat
ztcrit.m