Cointegration of a portfolio

General
1

How to check cointegration for multivariate time series? E.g cointegration for TSLA vs JPM & META?

Course Name: Statistical Arbitrage Trading, Section No: 2, Unit No: 6, Unit type: Notebook

2

Hi RR,

Check out: https://blog.quantinsti.com/johansen-test-cointegration-building-stationary-portfolio/

Thanks,
Ajay