Carl: You know I'm sick and tired of people assuming I'm good at basketball just because Im African American. (Slam Dunks the ball)
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Files from the Pairs Trading Tutorial

data.mat

data2.mat

pairstradingdocumented.m (the original)

and an updated more flexible version of pairstradingdocumented is here

 

 

Files from the Intraday Data Acquisition

twsevent.m

connecttws.m

Icontract.m

grabhistoricaldata.m