pairs-trading
jquants-pairs-trading is a python library for backtest with japanese stock pairs trading using kalman filter, J-Quants on Python 3.8 and above.
stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.
Ratio mean-reversion testing for asset pairs. Hurst exponent + ADF + walk-forward backtest.
