1kc2 / The-Kelly-Criterion
🧮 A deeper look into the Kelly Criterion
☆33Updated last year
Related projects ⓘ
Alternatives and complementary repositories for The-Kelly-Criterion
- quantitative - Quantitative finance back testing library☆63Updated 5 years ago
- Common financial risk and performance metrics. Used by zipline and pyfolio.☆54Updated last week
- ☆23Updated last year
- Created a continuous, homogeneous, and structured 10 GB dataset from self obtained collections of unstructured intraday financial data. G…☆59Updated 4 years ago
- By means of stochastic volatility models☆41Updated 4 years ago
- ☆27Updated 7 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆73Updated 6 years ago
- This project used GARCH type models to estimate volatility and used delta hedging method to make a profit.☆60Updated 4 years ago
- Quantitative Finance using python - Derivatives Pricing☆43Updated 6 years ago
- Backtest asset allocation strategies in Python with only a background in pandas necessary☆46Updated 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…☆28Updated 4 years ago
- • Conducted a volatility study to develop pairs trading strategy by writing web crawlers that automated extracting 30 equity and ETF spot…☆44Updated 3 years ago
- ☆35Updated 2 years ago
- A financial trading method using machine learning.☆58Updated last year
- ☆57Updated last year
- Collection of notebooks and scripts related to financial engineering, quant-research and algo-trading.☆52Updated 3 months ago
- Contains the code for my financial machine learning articles☆51Updated 4 years ago
- Standardised Bloomberg Fixed Income Processing☆20Updated 4 years ago
- Source Codes for "Contrarian Trading Strategies in Python"☆73Updated last year
- A walk through the frameworks of Python in Finance. The repository is currently in the development phase. The finalized version will inc…☆26Updated last year
- Quantitative analysis of Fixed Income Securities, including bond pricing models, yield curve fitting, PCA analysis, bond returns predicta…☆25Updated 3 years ago
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆34Updated 7 months ago
- ☆24Updated 6 years ago
- Python implementation of a sample covariance matrix shrinkage experiment☆31Updated 10 years ago
- Algorithmic Portfolio Hedging. Black-Scholes Pricing for Dynamic Hedges to produce a Dynamic multi-asset Portfolio Hedging with the usage…☆49Updated 3 years ago
- This repository houses all source code, Jupyter Notebooks and related materials necessary to follow and collaborate on Quant Research con…☆29Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆76Updated last year
- Tools for stock options trading: finding best cash covered put and covered call to see, find best call to buy, etc. Keywords: Implied Vo…☆40Updated 3 years ago
- Macrosynergy Quant Research☆106Updated this week
- ☆17Updated 3 years ago