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An excellent script to explore multivariate Pairs Trading
Classical Pairs Trading Using MatLab  File Exchange  MATLAB Central A Multivariate Approach at Pairs Trading M of a Kind: A Multivariate Approach at Pairs Trading by Marcelo Perlin :: SSRN 
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Second link is giving the error PHP Code:
http://papers.ssrn.com/sol3/papers.c...ract_id=952782
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The essence of mathematics is not to make simple things complicated, but to make complicated things simple. 


@Alex, can you please point to the links of what all needs to be executed on my computer to start using R at a very basic level?
please include the plugins. BTW are u using the 64 bit for Win & or 32 bit? 


I know it can be done in R/M.....even in NT i can easily do this. But i wanted to see how R/Matian will do this... Im still waiting to popup some one really experienced on this, who will show me this.
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Harvest The Moon !! Nest The Market !! 


I know one IT member who is good in Matlab, will request him ..
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The essence of mathematics is not to make simple things complicated, but to make complicated things simple. 


Go to this link The Comprehensive R Archive Networkthen click 'download R for windows' install, it won't ask 32 or 64 bit, but works perfect on my windows7 64 bit. For various packages go to CRAN Packages By Date There are almost millions of packages, so far I have downloaded Rexcel. But experts say that most efficient way to import data in R is text/ascii/.csv data. Let's see how things pan out.. One hour webinar on introduction to R
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The essence of mathematics is not to make simple things complicated, but to make complicated things simple. Last edited by alex; 03052012 at 12:52 AM. 


Thanks for pointing out Oxy..
link Revolution Analytics  Commercial Software & Support for the R Statistics Language Revolution R enterprise edition is free for academics, just registered and they send the download link, file size is 550MB I think it's good idea to take one step at a time, lets play with small data and understand R then tackle Revolution R
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The essence of mathematics is not to make simple things complicated, but to make complicated things simple. 
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