GitHub / lukstei / trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
JSON API: http://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/lukstei%2Ftrading-backtest
PURL: pkg:github/lukstei/trading-backtest
Stars: 313
Forks: 140
Open issues: 1
License: mit
Language: Java
Size: 165 KB
Dependencies parsed at: Pending
Created at: over 9 years ago
Updated at: almost 2 years ago
Pushed at: about 4 years ago
Last synced at: over 1 year ago
Topics: backtest, backtesting-engine, cointegration, cointegration-strategy, finance, java, kalman-filter, pairs-trading, quantitative-finance, quantitative-trading, stock, trading