Est. Budget: $100.00
Matlab script to do the following:
1/ Run Johansen cointegration test in Matlab for multiple symbol pairs
2/ Symbol data will be contained in a column array (with headers) with the first column being the date. Date in yyyymmdd format.
3/ Test will loop all combinations based on the column data and return the symbol pairs that meet certain critieria eg 95% confidence of cointegration.
Information to be returned for symbol pairs that meet the critieria:
a/ symbol pair (from ...