Kalman Filter and Pairs Trading | Quantitative Trading and Systematic Investing
Quantopian on Twitter: ""Using the Kalman Filter in Algorithmic Trading" by Dr. Aidan O'Mahony, featured at QuantCon Singapore: https://t.co/7lMij0n5qb. https://t.co/JPGRoxKke0" / Twitter
Kalman Filter Pairs Trading with Zorro and R - Robot Wealth
Kalman Filters and Pairs Trading 1 | by Haohan Wang | Medium