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stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

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Migrate from `pykalman` to `pykalman-bardo`

Consider migration from `pykalman` to `pykalman-bardo`, as [pykalman](https://github.com/pykalman/pykalman) project is no longer maintained. There were some issues that were fixed, see: https://github.com/pybardo/pykalman/blob/v0.9.7/CHANGELOG I'm going to maintain [pykalman-bardo](https://github.com/pybardo/pykalman), react to issues,...

mbalatsko avatar mbalatsko

Not working on Indian Stocks

Its would be great if it does

lawzeus avatar lawzeus

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stock-pairs-trading is a python library for backtest with stock pairs trading using kalman filter on Python 3.8 and above.

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