We are pleased to announce the
Kalman Grid v2 pairs trading model, which is based on advanced machine learning techniques and follows on the previous version of the model.
The whole system has been redesigned from scratch and outperforms any other pairs trading model in out-of-sample performance.
At this moment this model is in public beta stage and all users are encouraged to play with it. The model will be fully released by Dec 2016 (to portfolio backtester and PTL Trader - premium users only).
Documentation:
https://wiki.pairtradinglab.com/wiki/Pair_Trading_Models#Kalman-grid_Model_.28v2.29
