deltaray-io / kelly-criterionLinks
Kelly Criterion calculation
☆98Updated 2 years ago
Alternatives and similar repositories for kelly-criterion
Users that are interested in kelly-criterion are comparing it to the libraries listed below
Sorting:
- portfolio construction and quantitative analysis☆139Updated 10 years ago
- Simple backtesting software for options☆182Updated 11 months ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 2 weeks ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- Visualize option prices and sensitivities☆52Updated last month
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- ☆106Updated 8 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Technical Analysis Library Time-Series☆153Updated 2 weeks ago
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 years ago
- The Option Lab is an automated backtesting framework for option trading strategies. The results generated by the code are visualised on o…☆57Updated 2 years ago
- ☆126Updated 6 years ago
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Generate various Alternative Bars both historically and at real-time.☆35Updated 2 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆243Updated last year
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months ago
- Option visualization python package☆154Updated last year
- In this repository, an event-driven backtester is implemented based on QuantStart articles. The backtester is programmed in Python featur…☆64Updated 4 years ago
- To classify trades into buyer- and seller-initiated.☆145Updated 2 years ago
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆135Updated 7 months ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- Python-based portfolio / stock widget which sources data from Yahoo Finance and calculates different types of Value-at-Risk (VaR) metrics…☆120Updated 4 years ago
- Extract and visualize implied volatility from option chain data☆39Updated last month
- ☆212Updated 7 years ago
- Notebooks and stuff from quantfiction.com☆37Updated 5 years ago
- Quantitative Finance using python - Derivatives Pricing☆44Updated 7 years ago