[R-SIG-Finance] PairTrading package

[Jasen Mackie]

Hi Alec

Thanks Daniel. I will add assuming you are looking for something to merely
test a strategy as opposed to something specifically using cointegration to
build your signal, there is also quantstrat
<https://github.com/braverock/quantstrat> and you can find a pair trading
demo here
<https://github.com/braverock/quantstrat/blob/master/demo/pair_trade.R>.

Regards
Jasen

On Mon, 21 Sep 2020 at 17:01, Daniel Cegiełka <daniel.cegielka using gmail.com>
wrote:

> Hi Alec,
>
> $ R --version
> R version 4.0.0 (2020-04-24) -- "Arbor Day"
> Copyright (C) 2020 The R Foundation for Statistical Computing
> Platform: x86_64-apple-darwin17.0 (64-bit)
>
> R is free software and comes with ABSOLUTELY NO WARRANTY.
> You are welcome to redistribute it under the terms of the
> GNU General Public License versions 2 or 3.
> For more information about these matters see
> https://www.gnu.org/licenses/.
>
> $ git clone https://github.com/cran/PairTrading
> Cloning into 'PairTrading'...
> remote: Enumerating objects: 39, done.
> remote: Counting objects: 100% (39/39), done.
> remote: Compressing objects: 100% (24/24), done.
> remote: Total 39 (delta 11), reused 39 (delta 11), pack-reused 0
> Unpacking objects: 100% (39/39), done.
>
> $ ls
> PairTrading
>
> $ R CMD INSTALL PairTrading/
> * installing to library
> ‘/Library/Frameworks/R.framework/Versions/4.0/Resources/library’
> * installing *source* package ‘PairTrading’ ...
>
> (…)
>
> ** building package indices
> ** testing if installed package can be loaded from temporary location
> ** testing if installed package can be loaded from final location
> ** testing if installed package keeps a record of temporary installation
> path
> * DONE (PairTrading)
>
>
> Best regards,
> Daniel
>
>
> > On 21 Sep 2020, at 22:38, Alec Schmidt <aschmid1 using stevens.edu> wrote:
> >
> > I used to have R version 3.6.0 and tried to install PairTrading but got
> a message that the package is not available for that version.
> > Now I've updated R to 4.0.2. but still have the message:
> >
> > package �PairTrading� is not available (for R version 4.0.2)
> >
> > I wonder if anything can be done about it or there may be other packages
> with similar functionality.
> >
> > Thanks! Alec
> >
> >       [[alternative HTML version deleted]]
> >
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