A case study in betting on the S&P 500 using the Kelly criterion
☆16Jun 16, 2024Updated 2 years ago
Alternatives and similar repositories for trading-sp500
Users that are interested in trading-sp500 are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Small example on how you can detect multicollinearity☆13May 29, 2021Updated 5 years ago
- [PACIS 2024] The official repo for the paper: "Phase Space Reconstructed Neural Ordinary Differential Equations Model for Stock Price For…☆10May 21, 2025Updated last year
- Course materials for Stats 531 Winter 2016 (Analysis of Time Series)☆13Feb 6, 2020Updated 6 years ago
- Thesis support material☆11Mar 28, 2021Updated 5 years ago
- credit to ih2502mk, as i got this list from his gist☆12Feb 17, 2025Updated last year
- GPU virtual machines on DigitalOcean Gradient AI • AdGet to production fast with high-performance AMD and NVIDIA GPUs you can spin up in seconds. The definition of operational simplicity.
- Financial Portfolio Optimization Algorithms☆63May 10, 2026Updated 5 months ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 9 years ago
- Basic interfaces to hardware for the Vuforia Spatial Toolbox☆12Jan 22, 2024Updated 2 years ago
- Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation☆30Jul 6, 2023Updated 3 years ago
- Survey of neural network methods for derivatives pricing and risks☆14Jul 5, 2022Updated 4 years ago
- unity 自带语音识别功能的实现☆10Jun 26, 2019Updated 7 years ago
- Implementation of the rough volatility model and its calibration☆10Jul 11, 2020Updated 6 years ago
- muRisQ Advisory: Interest Rate Models for Derivatives.☆16Oct 9, 2022Updated 4 years ago
- A python implementation of the fast-reversion Heston model of Mechkov [2015, https://goo.gl/2awbrV], for FX purposes.☆15May 24, 2018Updated 8 years ago
- Wordpress hosting with auto-scaling - Free Trial Offer • AdFully Managed hosting for WordPress and WooCommerce businesses that need reliable, auto-scalable performance. Cloudways SafeUpdates now available.
- This project aims to construct the Equity Implied Volatility surface under the Stochastic Volatility Inspired (SVI) model.☆10Sep 12, 2026Updated last month
- Modeling volatility project for ODSC East 2019☆16Dec 8, 2022Updated 3 years ago
- We implement the rough Heston model☆16Jan 24, 2024Updated 2 years ago
- Accompanying code to my master thesis: "Neural Network assisted Option Pricing under Rough Volatility: An Empirical Validation".☆13Apr 14, 2022Updated 4 years ago
- ☆11Sep 14, 2024Updated 2 years ago
- ☆16Jul 17, 2020Updated 6 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Yield curve Interpolation using cubic spline and nelson Seigel model☆17Jul 28, 2019Updated 7 years ago
- Template project for Liquid Pour Effect series.☆11Mar 8, 2024Updated 2 years ago
- Managed Database hosting by DigitalOcean • AdPostgreSQL, MySQL, MongoDB, Kafka, Valkey, and OpenSearch available. Automatically scale up storage and focus on building your apps.
- MCP server for interacting with Manifold Markets prediction markets☆14Jan 11, 2025Updated last year
- Experiments on Causality & Reinforcement Learning☆10Mar 8, 2020Updated 6 years ago
- 毕设项目，项目名称为轻松买比价网，通过爬虫获取各大电商平台中特定的商品的价格图片等数据，并在本系统中进行比价展示。 系统主要分为3个模块，用户模块，搜索模块，商品模块。☆13Oct 10, 2022Updated 4 years ago
- Tax efficient ETF portfolio balancing☆11Oct 22, 2026Updated 2 weeks ago
- A trading strategy for prediction markets mediated by the logarithmic market scoring rule (LMSR) market maker☆11Apr 7, 2018Updated 8 years ago
- funds are the future!☆21Jul 6, 2021Updated 5 years ago
- z3-powered solver (theorem prover) for deal☆20Sep 28, 2023Updated 3 years ago
- idiosyncratic lecture notes on statistics☆18Apr 26, 2026Updated 6 months ago
- Scientific Machine Learning☆17Aug 12, 2025Updated last year
- Managed hosting for WordPress and PHP on Cloudways • AdManaged hosting for WordPress, Magento, Laravel, or PHP apps, on multiple cloud providers. Deploy in minutes on Cloudways by DigitalOcean.
- 🧮 A deeper look into the Kelly Criterion☆51Aug 15, 2023Updated 3 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Numerical methods (e.g., binomial trees, Monte Carlo, and finite different methods) for option pricing☆20Jul 4, 2018Updated 8 years ago
- causal inference in python, have been reading judea pearl's book of why☆15Nov 12, 2018Updated 7 years ago
- Edge Server for the Vuforia Spatial Toolbox, a shared research platform for exploring spatial computing as a community☆23Feb 12, 2025Updated last year
- ☆18Oct 25, 2023Updated 3 years ago
- A Python implementation of an algorithm for solving systems of diophantine equations☆15Sep 26, 2020Updated 6 years ago