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 321 (0 this week)

Watchers 41 (0 this week)

Forks 139

License mit

Ranking

RepositoryStats indexes 579,555 repositories, of these lukstei/trading-backtest is ranked #125,608 (78th percentile) for total stargazers, and #51,904 for total watchers. Github reports the primary language for this repository as Java, for repositories using this language it is ranked #7,750/28,135.

lukstei/trading-backtest is also tagged with popular topics, for these it's ranked: java (#2,520/7653), trading (#182/643), finance (#172/566), quantitative-finance (#73/198), stock (#65/191)

Other Information

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

All Topics

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

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updated: 2024-10-22 @ 08:56am, id: 49152041 / R_kgDOAu4AKQ