🧮 A deeper look into the Kelly Criterion
☆50Aug 15, 2023Updated 3 years ago
Alternatives and similar repositories for The-Kelly-Criterion
Users that are interested in The-Kelly-Criterion are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆96Jun 29, 2025Updated last year
- Implementation of a variety of Value-at-Risk backtests☆44May 25, 2019Updated 7 years ago
- ☆11Nov 13, 2024Updated last year
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- Transformer and MultiTransformer layers for stock volatility forecasting purposes☆78Aug 1, 2021Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆18Jun 11, 2020Updated 6 years ago
- Modeling of intraday volatility and volume in financial markets☆22May 29, 2023Updated 3 years ago
- Predicting Robinhood stocks using attention☆11Sep 4, 2019Updated 7 years ago
- A case study in betting on the S&P 500 using the Kelly criterion☆16Jun 16, 2024Updated 2 years ago
- Dashboard for monitoring Exchange Traded Funds (ETFs) incorporating machine learning models☆33Oct 16, 2018Updated 7 years ago
- A collection of quantitative finance notebooks. Including MPT, Monte Carlo simulations and Machine Learning algorithms☆16Sep 26, 2022Updated 3 years ago
- Explanations and Python implementations of Ordinary Least Squares regression, Ridge regression, Lasso regression (solved via Coordinate D…☆14Jan 20, 2021Updated 5 years ago
- Publicly available Python and Gretl code from posts at my blog Prognostikon☆11Jul 18, 2026Updated last month
- This project uses the Twitter API to pull the tweets in a JSON Format. It then uses Python and Flask to rate those tweets as happy, sad o…☆12Apr 19, 2021Updated 5 years ago
- AI Agents on DigitalOcean Gradient AI Platform • AdBuild production-ready AI agents using customizable tools or access multiple LLMs through a single endpoint. Create custom knowledge bases or connect external data.
- ☆17Mar 23, 2021Updated 5 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆680Apr 23, 2024Updated 2 years ago
- High-level overview of group's goals and objectives☆14Feb 11, 2015Updated 11 years ago
- ☆15Feb 3, 2022Updated 4 years ago
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated last year
- A package for shrinkage estimation of covariance matrices☆16Feb 8, 2024Updated 2 years ago
- A machine learning approach to predict the acquisitions market☆12Aug 31, 2016Updated 10 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Simple corporate finance concepts like DCF, IRR, NPV, WACC, Debt, Unlevered Equity, Forward Contract Valuation.☆14Nov 15, 2018Updated 7 years ago
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- Simulating Realistic Human Scanpaths in Dynamic Real-World Scenes☆15Mar 3, 2026Updated 6 months ago
- Coronavirus-covid19-stocks-analysis☆16Apr 12, 2020Updated 6 years ago
- Limit Orderbook Replay/Analysis Library☆10Nov 19, 2018Updated 7 years ago
- Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time S…☆15Aug 16, 2022Updated 4 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆14Mar 23, 2017Updated 9 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- This trading strategy deploy the copula model to define the divergence of two correlated asset. The backtesting system is built on backtr…☆22May 31, 2022Updated 4 years ago
- Time series regime analysis in python☆13Oct 13, 2022Updated 3 years ago
- This repository contain program which login in facebook without using their graph api and then scrap the data of trending news from faceb…☆17Oct 30, 2017Updated 8 years ago
- Deploy open-source AI quickly and easily - Special Bonus Offer • AdRunpod Hub is built for open source. One-click deployment and autoscaling endpoints without provisioning your own infrastructure.
- This is my profile.☆21Aug 30, 2026Updated last week
- This repository contains Python notebooks related to investment risk management, portfolio construction & asset allocation and related to…☆15Feb 4, 2026Updated 7 months ago
- ☆12Feb 2, 2020Updated 6 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆14May 24, 2018Updated 8 years ago
- Markov Chain Monte Carlo (MCMC) and importance sampling in the context of Bayesian linear regression☆11Feb 25, 2018Updated 8 years ago
- ☆14Feb 17, 2021Updated 5 years ago
- ☆20Jun 8, 2018Updated 8 years ago