lukstei / trading-backtest

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

Date Created 2016-01-06 (8 years ago)

Commits 25 (last one 3 years ago)

Stargazers 327 (0 this week)

Watchers 41 (0 this week)

Forks 140

License mit

Ranking

RepositoryStats indexes 595,856 repositories, of these lukstei/trading-backtest is ranked #126,112 (79th percentile) for total stargazers, and #52,182 for total watchers. Github reports the primary language for this repository as Java, for repositories using this language it is ranked #7,717/28,578.

lukstei/trading-backtest is also tagged with popular topics, for these it's ranked: java (#2,509/7759), trading (#186/657), finance (#172/581), quantitative-finance (#75/204), stock (#65/196)

Other Information

lukstei/trading-backtest has 1 open pull request on Github, 0 pull requests have been merged over the lifetime of the repository.

Homepage URL: https://lukstei.com/posts/the-cointegration-trading-strategy-implemented-in-java/

All Topics

java stock finance trading backtest cointegration kalman-filter pairs-trading backtesting-engine quantitative-finance quantitative-trading cointegration-strategy

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The primary language is Java but there's also others...

updated: 2024-12-13 @ 03:01pm, id: 49152041 / R_kgDOAu4AKQ