deltaray-io / kelly-criterionLinks
Kelly Criterion calculation
☆102Updated 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☆142Updated 10 years ago
- Simple backtesting software for options☆187Updated last year
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Technical Analysis Library Time-Series☆154Updated 2 months ago
- Machine learning end-to-end research and trade execution☆99Updated 4 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆135Updated last month
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆78Updated 7 years ago
- The Thalesians' Python library☆64Updated 8 years ago
- ☆194Updated 5 years ago
- Historical market data downloader using Interactive Brokers TWS☆59Updated 6 years ago
- Vectorized backtester and trading engine for QuantRocket☆228Updated last week
- Visualisation for auction market theory with live charts☆123Updated 5 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆245Updated last year
- ☆47Updated 10 years ago
- Volume-Synchronized Probability of Informed Trading☆113Updated 11 years ago
- quantitative - Quantitative finance back testing library☆64Updated 6 years ago
- Visualize option prices and sensitivities☆54Updated 3 months ago
- ☆214Updated 7 years ago
- QuantInsti EPAT: Final Project on Statistical Arbitrage☆117Updated 8 years ago
- Research and Backtests I have been working on...enjoy☆70Updated 4 years ago
- Python Implementations of popular Algorithmic Trading Strategies☆120Updated 7 months ago
- Quantitative Finance using python - Derivatives Pricing☆45Updated 7 years ago
- ☆128Updated 6 years ago
- A high-frequency trading model using Interactive Brokers API with pairs and mean-reversion in Python☆92Updated 4 months ago
- Pairs trading strategy example based on Catalyst☆50Updated 6 years ago
- ☆106Updated 8 years ago
- A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations☆84Updated 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…☆58Updated 3 years ago
- We tested 3 approaches for Pair Trading: distance, cointegration and reinforcement learning approach.☆265Updated 2 years ago
- Option visualization python package☆155Updated last year