Test cointegration with R

(This article was first published on Quantitative Finance Collector, and kindly contributed to R-bloggers)

Cointegrated pairs of securities are crucial for mean reversion trading portfolio construction, Play with cointegration has several good papers to start with. Should you want to test pairs of securities for cointegration using R, here is an excellent webpage with data, code and detailed example, cheers.

http://quanttrader.info/public/testForCoint.html
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