cointegration

Here are 3 public repositories matching this topic...

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

Java-based Open-Source Trading Engine Framework focused on speed, extensibility, maintainability. Contains both Backtest & execution engines.

Java library for testing unitroot and cointegration

java timeseries cointegration unitroot

Add a description, image, and links to the cointegration topic page so that developers can more easily learn about it.

To associate your repository with the cointegration topic, visit your repo's landing page and select "manage topics."