trading-backtest

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

finance

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308 Stars

137 Forks

308 Watchers

Java Language

mit License

Cost to Build

$11.3K

Market Value

$25.0K

How is this calculated?

Growth over time

7 data points · 2021-08-01 → 2023-07-01

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What is the lukstei/trading-backtest GitHub project? Description: "A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model". Written in Java. Explain what it does, its main use cases, key features, and who would benefit from using it.

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How to clone trading-backtest

Clone via HTTPS

git clone https://github.com/lukstei/trading-backtest.git

Clone via SSH

[email protected]:lukstei/trading-backtest.git

Download ZIP

Download master.zip

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