Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation
☆30Jul 6, 2023Updated 3 years ago
Alternatives and similar repositories for multiarm_kelly_portfolio
Users that are interested in multiarm_kelly_portfolio are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- Code for reproducing the results of the kickscore paper (KDD 2019).☆11Jul 6, 2023Updated 3 years ago
- Experiments on Causality & Reinforcement Learning☆10Mar 8, 2020Updated 6 years ago
- R package for Online Ranking Methods☆25May 28, 2026Updated 5 months ago
- A trading strategy for prediction markets mediated by the logarithmic market scoring rule (LMSR) market maker☆11Apr 7, 2018Updated 8 years ago
- Scalable econometric algorithms (probit, contests, ratings)☆53Updated this week
- Proton VPN Special Offer - Get 70% off • AdSpecial partner offer. Trusted by over 100 million users worldwide. Tested, Approved and Recommended by Experts.
- This project would demonstrate the following capabilities: 1. Extraction Loading and Transformation of S&P 500 data and company fundament…☆14Sep 26, 2021Updated 5 years ago
- A case study in betting on the S&P 500 using the Kelly criterion☆16Jun 16, 2024Updated 2 years ago
- This repository contains dataset for paper FedNLP: An interpretable NLP System to Decode Federal Reserve Communications, published in SIG…☆15Feb 7, 2024Updated 2 years ago
- [deprecated] U.S. public financial analysis tools using pandas.☆15Jan 8, 2022Updated 4 years ago
- Automated Python trading bot for earnings calendar spread options with Kelly Criterion, Alpaca API integration, and Google Sheets trackin…☆24Updated this week
- Learning Concurrency in Python[Video], Published by Packt☆11Jan 14, 2021Updated 5 years ago
- ☆10Jul 25, 2021Updated 5 years ago
- A bot for an algorithmic trading competition that trades options using statistical arbitrage and delta and vega hedging☆12Jan 27, 2018Updated 8 years ago
- Investment Funnel 📈 is an open-source python platform designed for an easy development and backtesting of outperforming investment strat…☆77Updated this week
- Simple, predictable pricing with DigitalOcean hosting • AdAlways know what you'll pay with monthly caps and flat pricing. Enterprise-grade infrastructure trusted by 600k+ customers.
- Stock analysis and prediction - fundamental, quantitative, technical analysis and machine learning.☆13May 1, 2023Updated 3 years ago
- MMA Webscraping for Data Science☆11Jan 11, 2018Updated 8 years ago
- Multiplicative LSTM for Recommendations☆20Aug 7, 2018Updated 8 years ago
- ☆13Dec 10, 2017Updated 8 years ago
- API Wrapper for the FINRA Query API☆13Jul 11, 2023Updated 3 years ago
- Script to scrape speeches from Bank for International Settlements☆12Nov 10, 2025Updated 11 months ago
- ☆15May 26, 2020Updated 6 years ago
- Stock-Robo-Advisor project including backtesting, simulating and practicality for future.☆13Apr 24, 2021Updated 5 years ago
- Pull price targets from IEXCloud and paper trade on Alpaca 🦙☆13Dec 8, 2020Updated 5 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.
- Financial Portfolio Optimization Algorithms☆63May 10, 2026Updated 5 months ago
- Option Strategy for Futures☆20Jul 29, 2020Updated 6 years ago
- chameleonQuant was born as an open-source Java framework to help enthusiast quants to implement system trading strategies and dynamic por…☆20Jan 4, 2022Updated 4 years ago
- A simple implementation to regression problems using Python 2.7, scikit-learn and XGBoost☆19Jul 20, 2022Updated 4 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Portfolio optimization using Genetic algorithm.☆65Jan 2, 2021Updated 5 years ago
- Elasticsearch plugin for Sentiment Analysis using Stanford CoreNLP☆11Oct 17, 2018Updated 8 years ago
- M5 Uncertainty kaggle competition, 3rd place solution☆41Mar 12, 2024Updated 2 years ago
- A package with useful functions for calibration and reweighting in survey sampling☆13Sep 15, 2026Updated last month
- 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.
- Graduate Level Course☆17Dec 31, 2018Updated 7 years ago
- Python implementation of "Content-based recommendations with poisson factorization", with some extensions☆30Jul 30, 2023Updated 3 years ago
- Compilation of technical analysis tools (EMA, Bollinger bands), fundamental analysis, machine learning models (LSTM, Random forest, ARIMA…☆15Aug 9, 2021Updated 5 years ago
- Chinese(zh) sentence NSW(Non-Standard-Word) Normalization☆12Apr 10, 2025Updated last year
- 'Portfolio Analysis, methods for portfolio optimization'☆23Jan 26, 2021Updated 5 years ago
- Implementation of the TrueSkill algorithm in R☆20Jul 20, 2016Updated 10 years ago
- Tax efficient ETF portfolio balancing☆11Oct 22, 2026Updated 2 weeks ago