What is the intuition behind cointegration?
Although having a postgrad degree in mathematics, I haven't used any maths 'in anger' for quite a few years now, so I am quite rusty (actually, VERY rusty).
I am looking for a gentle introduction to cointegration, that will prepare me with the fundamentals/foundation before I start to read Market Models by Carol Alexander (which I bought a few years ago!).
Could someone suggest a link to such a simple introductory note. Preferably, one which does not make too much of an assumption on the mathematical background of the reader.