lukstei/trading-backtest
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model
GitHub repository with 352 stars and 140 forks.
Language: Java
Topics: backtest, backtesting-engine, cointegration, cointegration-strategy, finance, java, kalman-filter, pairs-trading, quantitative-finance, quantitative-trading