deltaray-io / kelly-criterionLinks
Kelly Criterion calculation
☆99Updated 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☆140Updated 10 years ago
- Simple backtesting software for options☆184Updated 11 months ago
- Modular trading models with Interactive Brokers and backtester in Python☆122Updated 6 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Technical Analysis Library Time-Series☆154Updated last month
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆116Updated 8 years ago
- Deep learning framework for HFT algorithmic trading strategy development☆75Updated 4 years ago
- Python library for high frequency portfolio analysis, intraday backtesting and optimization☆68Updated 7 years ago
- Quantopian Pairs Trading algorithm implementation.☆63Updated 7 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆134Updated last week
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 6 years ago
- ☆127Updated 6 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Option visualization python package☆155Updated last year
- Visualize option prices and sensitivities☆53Updated 2 months ago
- Machine learning end-to-end research and trade execution☆98Updated 4 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆91Updated 2 months 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
- Implementing technical indicators that are not implemented in ta-lib☆68Updated 9 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
- ☆47Updated 10 years ago
- some zipline data bundles☆63Updated last year
- 💸 A long-short equity quantitative trading strategy (sentiment-based)☆38Updated 7 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated last month
- Option strategy screening algorithms with "ib_insync" ( using Interactive Brokers market data )☆29Updated 4 years ago
- Vanilla option pricing and visualisation using Black-Scholes model in pure Python☆133Updated 2 years ago
- [NOT ACTIVELY MAINTAINED] Tulipy - Financial Technical Analysis Indicator Library (Python bindings for Tulip Charts)☆92Updated 6 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆35Updated 7 years ago
- QSTrader☆131Updated 6 years ago