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Published 20 hours ago • verified publisher icon Tobias-Mann
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C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates...

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There is no pair with different than COINT = 3.

Hello, First I want to thank you for the good COINT back testing model shared. It's great! But, there is no case in which coint is equal on different level...

PZapryanov avatar PZapryanov

Co-integration test in every combination is returning '3'.

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Tobias, you wrote in comments: "These techniques work better with a longer time period, so you would rather want to test this with daily or even monthly data, but it...

ex1dreamer avatar ex1dreamer

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verified publisher icon Tobias-Mann

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C# Console Application: Asks for two files containing historical financial data in the same format as files from Yahoo Finance. Performs the two-step Engel-Granger Test for Cointegration and simulates...

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