Pair-Trading in R – Update

May 7, 2011
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(This article was first published on QuantTraderQuantTrader » R, and kindly contributed to R-bloggers)

I found amazing R package in one of posts on R-bloggers website. It’s called RcppAmadillo and you can find more info here. The function I am using from this package is called fastLm. Whereas I am interested in special case of Ax = b problem where A and b are n x 1 vectors and […]

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