Marge: I'm worried about the kids, Homey. Lisa's becoming very obsessive. This morning I caught her trying to dissect her own raincoat.
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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