# lukstei/trading-backtest

<https://repo.masters-masters.com/en/repos/lukstei/trading-backtest>

[Home](https://repo.masters-masters.com/en) › [lukstei](https://repo.masters-masters.com/en/owners/lukstei) › [trading-backtest](https://repo.masters-masters.com/en/repos/lukstei/trading-backtest)

lukstei/trading-backtest has 352 stars on GitHub. Its RepoMasters card: Alpha tier. A stock backtesting engine written in Java. And a pairs trading…

| Field | Value |
| --- | --- |
| Owner | [lukstei](https://repo.masters-masters.com/en/owners/lukstei) |
| Stars | 352 |
| Forks | 140 |
| Language | [Java](https://repo.masters-masters.com/en/languages/java) |
| License | MIT |
| Created | 2016 |
| Topics | finance, trading, cointegration, kalman-filter, quantitative-finance, quantitative-trading, backtesting-engine, backtest, cointegration-strategy, pairs-trading |
| Tier | [Alpha (250 to 699 ★)](https://repo.masters-masters.com/en/ranks/b_movie) |
| View on GitHub | [lukstei/trading-backtest](https://github.com/lukstei/trading-backtest) |

## Repository

A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model

The tier for repos with 250 to 699 ★. Published odds per card pulled: 20%. Rarity: Uncommon.

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Data: GitHub · Illustration drawn by RepoMasters from the repo’s ID and its language color.