The main objective of this project is to show the replication of the proposed Pairs trading strategy in the paper “How some bankers made a million by trading just two securities?” by Kalle Rinne and Matti Suominen, with R. This project is a result of the "Statistical Programming Language" course in SS 2017 at Humboldt University Berlin.
This project was created by:
Lung Chun Ting Tim Schwettmann Maria Theilemann Cosima Klenner