A pairs trading strategy using a bayesian kalman filter model
A stock backtesting engine written in Java. And a pairs trading (cointegration) strategy implementation using a bayesian kalman filter model - lukstei/trading-backtest
A pairs trading strategy using a bayesian kalman filter model launched on January 7, 2016 with 7 votes and more than 50% of that year's launches. The site was still online in September 2026, 10 years on.
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