Scanning Stock Data for Co-integration Trade Opportunities
Thank God for people like Ben Lambert. I recently got acquainted with the BatchGetSymbols package, an auxiliary library to quantmod, and I am pretty impressed. It’s core function wraps a quality control protocol around quantmod’s getSymbols() function and returns a list with an execution summary and a daily price data datafame. This is a huge … Continue reading Scanning Stock Data for Co-integration Trade Opportunities