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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352 Stars

140 Forks

40 Watchers

Java Language

mit License

100 SrcLog Score

Cost to Build

$11.7K

Market Value

$25.3K

How is this calculated?

Growth over time

13 data points · 2021-08-01 → 2026-11-01

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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.