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Cointegration, Synthetic hedges, mean reversion in R, Tech Thread

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  • First Post: Apr 20, 2012 8:26pm Apr 20, 2012 8:26pm
  •  Dirtybrown
  • Joined Mar 2008 | Status: Cointegrated Member | 621 Posts
I'm starting this developmental thread to explore the ideas brought about by 7bit's Metatrader to R custom interface. Hope to bringi in more programming aptidunal types than on the "Trading Discussion" forums.

Let's explore the thread and see what we can come up with

http://www.forexfactory.com/showthread.php?t=262827

Attached are my week 1 results on 3 separate baskets that I closed randomly when in profit.

Let's make money without letting crappy metatrader be the brains of the system!
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File Type: zip Attachments_2012_04_20.zip   8 KB | 466 downloads
Skype: heliosphan187
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