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Aluminum Smelting Cointegration Strategy in QSTrader – QuantStart

Posted on January 13, 2017 by drbtk-admin

Describes a potential cointegration-based strategy based on the economics of aluminum smelting and natural gas usage, implemented in the QSTrader open source backtesting framework.

Source: Aluminum Smelting Cointegration Strategy in QSTrader – QuantStart

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