This is a co-integration test that uses the ADF method. It takes daily time frame exports from multicharts, it requires 2 instruments that have been exported over the same time frame. The threshold here for significance is <5% or 95% confidence in co integration/ mean reversion.
It provides you with the following output
Date range
Assumed hedge ratio Beta
ADF p-value
is your pairs mean reverting in text.
Category Matlab Functions (hidden)
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