1kc2 / The-Kelly-Criterion
🧮 A deeper look into the Kelly Criterion
☆34Updated last year
Alternatives and similar repositories for The-Kelly-Criterion:
Users that are interested in The-Kelly-Criterion are comparing it to the libraries listed below
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆50Updated 3 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆67Updated 4 years ago
- ☆35Updated last year
- detecting regime of financial market☆34Updated 2 years ago
- ☆57Updated last year
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆45Updated 3 years ago
- Research Repo (Archive)☆70Updated 4 years ago
- Find trading pairs with Machine Learning☆41Updated 3 years ago
- Extract and visualize implied volatility from option chain data☆33Updated last month
- Montecarlo simulations/analysis for finance (equity simulator)☆33Updated last year
- Dispersion Trading using Options☆31Updated 7 years ago
- By means of stochastic volatility models☆43Updated 4 years ago
- Baruch MFE 2019 Spring☆36Updated 4 years ago
- ☆24Updated 6 years ago
- A financial trading method using machine learning.☆59Updated last year
- Visualising correlations between different ETFs using network analytics and Plotly☆33Updated 2 years ago
- quantitative - Quantitative finance back testing library☆64Updated 5 years ago
- Get breakeven volatility through Delta Hedging and Gamma Hedging; Fit the volatility smile by SABR and SVI model☆17Updated 4 years ago
- Mean Reversion Trading Strategy☆20Updated 3 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆75Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆65Updated 4 years ago
- Semi-automatic analysis of a financial series using Python.☆11Updated 3 years ago
- ☆20Updated 3 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆78Updated last year
- Modeling the S&P500 index as a hidden markov model for regime identification and creating a trading algorithm to capitalize on hidden sta…☆31Updated 4 years ago
- Quantitative analysis of fundamentals in quarterly reports by Machine Learning☆22Updated 4 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 3 years ago
- Package to build risk model for factor pricing model☆24Updated 6 months ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated 9 months ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago