Alternatives and similar repositories for kelly-criterion:

Users that are interested in kelly-criterion are comparing it to the libraries listed below

• benjaminmgross / visualize-wealth
  portfolio construction and quantitative analysis
  ☆140Updated 9 years ago
• thalesians / pythalesians
  The Thalesians' Python library
  ☆62Updated 8 years ago
• jerryxyx / TreasuryFutureTrading
  A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change
  ☆74Updated 6 years ago
• lambdaclass / options_backtester
  Simple backtesting software for options
  ☆167Updated 5 months ago
• jamesmawm / IB-Trading-Models-And-Backtester
  Modular trading models with Interactive Brokers and backtester in Python
  ☆120Updated 5 years ago
• tomyitav / talib-extensions
  Implementing technical indicators that are not implemented in ta-lib
  ☆68Updated 8 years ago
• deltaray-io / ib_dl
  Historical market data downloader using Interactive Brokers TWS
  ☆58Updated 5 years ago
• PortfolioEffect / PE-HFT-Python
  Python library for high frequency portfolio analysis, intraday backtesting and optimization
  ☆66Updated 7 years ago
• yzoz / python-option-calculator
  Vanilla option pricing and visualisation using Black-Scholes model in pure Python
  ☆123Updated 2 years ago
• SergioEspinoza / PyAlgoTrading_TradingWithIB
  Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )
  ☆29Updated 3 years ago
• quantroom-pro / pyrenko
  ☆124Updated 6 years ago
• wegamekinglc / VisualPortfolio
  ☆105Updated 7 years ago
• denhartog / quantstart-backtester
  ☆45Updated 9 years ago
• bartchr808 / Quantopian_Pairs_Trader
  Quantopian Pairs Trading algorithm implementation.
  ☆57Updated 7 years ago
• MBKraus / Python_Portfolio__VaR_Tool
  Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…
  ☆116Updated 3 years ago
• quantstart / qstrader
  QSTrader
  ☆129Updated 5 years ago
• aaaquants / QuantBasics1-4
  ☆45Updated 7 years ago
• anthonyng2 / ib
  Samples code demonstrating how to use IbPy to extract information from Interactive Brokers API
  ☆73Updated 6 years ago
• QGoGithub / Python_ds_Research
  Python based Quant Finance Models, Tools and Algorithmic Decision Making
  ☆46Updated 7 years ago
• wangy8989 / Pairs-Trading-with-Machine-Learning
  Pair Trading Strategy using Machine Learning written in Python
  ☆113Updated 2 years ago
• quantopian / algorithm-component-library
  A collection of code snippets that can be constructed into larger trading algorithms.
  ☆108Updated 8 years ago
• erdewit / tws_async
  Make the Python IB API from Interactive Brokers run inside an event loop
  ☆82Updated 7 years ago
• Harkishan-99 / Alternative-Bars
  Generate various Alternative Bars both historically and at real-time.
  ☆34Updated 2 years ago
• anuragsodhi / Options-Pricing
  Quantitative Finance using python - Derivatives Pricing
  ☆43Updated 6 years ago
• hhatefi / zipline_bundles
  some zipline data bundles
  ☆60Updated last year
• jheusser / vpin
  Volume-Synchronized Probability of Informed Trading
  ☆110Updated 11 years ago
• quantopian / mlfinlab
  MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…
  ☆63Updated last year
• PythonForForex / ib_insync-guide-interactive-brokers
  A guide to using the Interactive Brokers API with the Python ib_insync library
  ☆82Updated 2 years ago