AlphaUncommon
lukstei/trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
- Owner
- lukstei (personal account)
- Stars
- Stars: 352
- Forks
- Forks: 140
- Language
- Java
- License
- MIT
- Created
- 2016
- Topics
- financetradingcointegrationkalman-filterquantitative-financequantitative-tradingbacktesting-enginebacktestcointegration-strategypairs-trading
- Tier
- Alpha (250 to 699 ★) What this tier means
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