1kc2 / The-Kelly-Criterion
๐งฎ A deeper look into the Kelly Criterion
โ41Updated 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
Sorting:
- Research Repo (Archive)โ73Updated 4 years ago
- โ60Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield changeโ76Updated 6 years ago
- โข Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spotโฆโ46Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricingโ44Updated 7 years ago
- โ38Updated 2 years ago
- quantitative - Quantitative finance back testing libraryโ63Updated 6 years ago
- Find trading pairs with Machine Learningโ41Updated 3 years ago
- By means of stochastic volatility modelsโ44Updated 5 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.โ63Updated 2 years ago
- โ24Updated 6 years ago
- Contains detailed and extensive notes on quantitative trading, leveraging NLP for finance, backtesting, alpha factor research, portfolio โฆโ44Updated 2 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usageโฆโ52Updated 4 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. Gโฆโ70Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.โ63Updated 9 months ago
- CS7641 Team projectโ95Updated 4 years ago
- โ27Updated 7 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galoreโ36Updated last year
- Code base for the meta-labeling papers published with the Journal of Financial Data Scienceโ80Updated 2 years ago
- Notebook for <Advances in Financial Machine Learning> using Python 3.7โ43Updated 6 years ago
- Portfolio optimization with cvxoptโ38Updated 3 months ago
- This project implements an advanced pairs trading strategy using statistical arbitrage techniques. It leverages Bayesian optimization to โฆโ38Updated 10 months ago
- โ38Updated 4 years ago
- Standardised Bloomberg Fixed Income Processingโ20Updated 5 years ago
- Attribution and optimisation using a multi-factor equity risk model.โ31Updated last year
- detecting regime of financial marketโ36Updated 2 years ago
- Quantitative finance research notebooksโ19Updated 5 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Modelโ120Updated 2 years ago
- Source Codes for "Contrarian Trading Strategies in Python"โ76Updated 2 years ago
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estimaโฆโ31Updated 4 years ago