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lukstei
trading-backtest lukstei
139
321
mit
41
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
java stock finance trading backtest cointegration kalman-filter pairs-trading backtesting-engine quantitative-finance quantitative-trading cointegration-strategy
Created 2016-01-06
25 commits to master branch, last one 3 years ago