Cointegration matrix

TraDaToR

TraDaToR

Hello,

I am doing some research on correlated/cointegrated pairs in the equities world, and for correlation, I found that http://www.macroaxis.com/ was a great free matrix tool for selection.

Somebody knows if this kind of free( or not ) websites exist for cointegration?

Thanks a lot.
 
If you're looking for cointegrated stock pairs you won't find a web site that spits them out for free. There *are* pair trading web sites that use cointegration that will provide this information for a price.
If you had a database of stock price series you could do this yourself without too much fuss.
The cointegration algorithm is somewhat obscure but certainly isn't secret.
 
Thanks. I am just starting out with this so I just want to test a few pairs, I am not creating any database yet.

Is it possible to know those paying websites?
 
I joined pairtradinglab a few years ago but only played with it a little. Pair trading sounds neat but I decided to pursue options trading as my main thing a while back.

Really it isn't a bad website and it's mostly free. For $50/month you get access to the database of profitable pairs. But for free you can test your own pairs. Based on my little reading you're better off picking pair candidates that are related businesses, frequently in the same sector. This is as opposed to blindly looking for highly cointegrated pairs across the universe of all stocks.
 
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