1kc2 / The-Kelly-Criterion
🧮 A deeper look into the Kelly Criterion
☆39Updated 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
- By means of stochastic volatility models☆44Updated 5 years ago
- ☆37Updated 2 years ago
- ☆59Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆35Updated last year
- Here I am collecting the scripts I have used to prepare my book "Adventures in Financial Data Science" and to support my other writing, s…☆62Updated 3 weeks ago
- Portfolio optimization with cvxopt☆38Updated 3 months ago
- quantitative - Quantitative finance back testing library☆63Updated 6 years ago
- The "Python Machine Learning (2nd edition)" book code repository and info resource☆14Updated 6 years ago
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆71Updated 4 years ago
- ☆35Updated 3 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆46Updated 4 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆31Updated last year
- Library for simulation and analysis of vanilla and exotic options☆33Updated 4 years ago
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆60Updated 8 months ago
- Dispersion Trading using Options☆32Updated 8 years ago
- Streamlit app that shows the seasonal returns of a stock http://aroussi.com/seasonality☆20Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆76Updated 6 years ago
- A financial trading method using machine learning.☆60Updated 2 years ago
- detecting regime of financial market☆36Updated 2 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Updated 4 years ago
- Backtesting the thesis paper entitled: Trading volatility Trading strategies based on the VIX term structure☆29Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆55Updated last year
- Python Jupyter Notebooks for Financial Portfolio Optimization☆35Updated 6 years ago
- Design your own Trading Strategy☆37Updated last year
- Simulated GBM using MC simulation, estimated option' Greeks using numerical methods such as finite difference, pathwise derivative estima…☆31Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 5 years ago
- Predictive yield curve modeling in reduced dimensionality☆43Updated 2 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆63Updated 5 years ago
- Quantamental finance research with python☆146Updated 2 years ago
- A Python Finance Library that focuses on the pricing and risk-management of Financial Derivatives, including fixed-income, equity, FX and…☆24Updated 4 years ago