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Implementing Kalman Filter for Pair Trading Strategy Enhancement #7

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Implementing Kalman Filter for Pair Trading Strategy Enhancement #7

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Commits on Feb 12, 2024

  1. Add files via upload

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    Kokechacho authored Feb 12, 2024
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  2. Add files via upload

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    Kokechacho authored Feb 12, 2024
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  3. Delete KalmanInQ.q

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    Kokechacho authored Feb 12, 2024
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Commits on Feb 13, 2024

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Commits on Feb 14, 2024

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  2. Delete kf.q

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Commits on Feb 28, 2024

  1. Update kalman_filter.q 

    Fixed covariances Results
    @Kokechacho
    Kokechacho authored Feb 28, 2024
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Commits on Mar 8, 2024

  1. Update kalman_filter.q 

    Updated some mstakes on EQ 8 and EQ 4
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    Kokechacho authored Mar 8, 2024
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