https://www.interactivebrokers.com/campus/ibkr-quant-news/johansen-cointegration-test-learn-how-to-implement-it-in-python/ Financial Education from Interactive Brokers Wed, 27 Mar 2024 15:20:56 +0000 hourly 1 https://wordpress.org/?v=6.6.2 https://www.interactivebrokers.com/campus/ibkr-quant-news/johansen-cointegration-test-learn-how-to-implement-it-in-python/#comment-221499 Sat, 30 Dec 2023 04:05:27 +0000 https://ibkrcampus.com/?p=200555#comment-221499 Hi thanks for this. Don’t we need to have MSFT in the initial stock_ticker list to properly measure cointegation?

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