🧮 A deeper look into the Kelly Criterion
☆47Aug 15, 2023Updated 2 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:
- Kelly Criterion calculation☆116Dec 8, 2022Updated 3 years ago
- This course focuses on computational methods in option and interest rate, product’s pricing and model calibration. The first module will …☆11Aug 25, 2022Updated 3 years ago
- This project is developed in Python and it proposes the development of a Bayesan Network to infer the probabilities of serious floods in …☆16Sep 16, 2022Updated 3 years ago
- Fast Combinatorial Cross Validation☆20May 24, 2021Updated 5 years ago
- Code and examples for the project on risk-constrained Kelly gambling☆29Oct 2, 2020Updated 5 years ago
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- ☆75Mar 28, 2022Updated 4 years ago
- 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 4 years ago
- DataBrewer Recipes Repository.☆21Jul 5, 2016Updated 10 years ago
- Modeling of intraday volatility and volume in financial markets☆20May 29, 2023Updated 3 years ago
- Predicting Robinhood stocks using attention☆11Sep 4, 2019Updated 6 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☆31Oct 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
- Virtual machines for every use case on DigitalOcean • AdGet dependable uptime with 99.99% SLA, simple security tools, and predictable monthly pricing with DigitalOcean's virtual machines, called Droplets.
- Explanations and Python implementations of Ordinary Least Squares regression, Ridge regression, Lasso regression (solved via Coordinate D…☆14Jan 20, 2021Updated 5 years ago
- 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
- Implementation of a variety of Value-at-Risk backtests☆43May 25, 2019Updated 7 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
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- Coronavirus-covid19-stocks-analysis☆16Apr 12, 2020Updated 6 years ago
- Serverless GPU API endpoints on Runpod - Get Bonus Credits • AdSkip the infrastructure headaches. Auto-scaling, pay-as-you-go, no-ops approach lets you focus on innovating your application.
- Multivariate time series Vector Autoregression Model (VAR) on real world GDP and DPI (and some other indexes). Bayesian Structured Time S…☆14Aug 16, 2022Updated 3 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- HMMLearn used against Tesla Stocks for Prediction☆14Oct 1, 2018Updated 7 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
- Visualising correlations between different ETFs using network analytics and Plotly☆33Apr 5, 2022Updated 4 years ago
- Python library for retrieving the CFTC Commitment of Traders reports☆19Jul 7, 2025Updated last year
- Pair Trading Analysis & Exercises Toolkit [Jupyter Notebook]☆13Nov 3, 2023Updated 2 years ago
- This repository contains Python notebooks related to investment risk management, portfolio construction & asset allocation and related to…☆15Feb 4, 2026Updated 5 months ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- ☆14Nov 29, 2014Updated 11 years ago
- ☆11Feb 2, 2020Updated 6 years ago
- Learn quantitative finance with this comprehensive lecture series. Adapted from the Quantopian Lecture Series. Uses free sample data.☆661Apr 23, 2024Updated 2 years ago
- ☆14Feb 17, 2021Updated 5 years ago
- ☆20Jun 8, 2018Updated 8 years ago
- Study notebooks made for learning machine learning for the Hawk team☆11Oct 10, 2018Updated 7 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago