[amibroker] OT - cointegration - pair trade

["john_dxd_smith" <john_dxd_smith@xxxxxxxxx>]

Hi,

I understand cointegration, not correlation, is used to rank stocks to
find "pair trade" candidates.
I read a lot of papers I found googling but they are all too technical
and way over my head.

I'm only interested in a very basic/primitive textbook-case approach
among many variants actually used by hedge funds.

How do I go about creating cointegration matrix ?
Is it doable with AmiBroker ?
If not, are there any statistical/math softwares for non-quants to
create the matrix ?

Thank you in advance.

best regards,
dxd




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