Hypotheses
TqSdk Stainless Steel–Nickel Kalman Pairs: Faithful Specification, Platform Support Required
A concrete long-short pairs strategy credited to Shinny (TqSdk), supplied under Apache-2.0. The original trades SHFE.ss2209 as Y and SHFE.ni2209 as X using 3600-second kline serials during 2022-07-04 through…
Hypothesis
A concrete long-short pairs strategy credited to Shinny (TqSdk), supplied under Apache-2.0. The original trades SHFE.ss2209 as Y and SHFE.ni2209 as X using 3600-second kline serials during 2022-07-04 through 2022-08-31. Preserve the supplied implementation exactly, including its unconventional Kalman equations, sizing and event timing. The inspected platform venue configuration does not support SHFE, and the brief establishes neither these contracts' historical data nor their margin and fee schedules. A faithful executable platform hypothesis is therefore infeasible with the established infrastructure. Substituting crypto instruments or completed-bar signals would produce a different experiment.
Analysis
kalman_filter_pairs_trading
Backtest and paper results are hypothetical. Trading involves risk of loss.