thk3421-models / KellyPortfolioLinks
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
☆89Updated 7 months ago
Alternatives and similar repositories for KellyPortfolio
Users that are interested in KellyPortfolio are comparing it to the libraries listed below
Sorting:
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆84Updated last year
- To classify trades into buyer- and seller-initiated.☆155Updated 3 years ago
- Research Repo (Archive)☆75Updated 5 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆79Updated 7 years ago
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆63Updated 2 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- ☆52Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆176Updated 4 years ago
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆124Updated 2 years ago
- Calculates estimate of market maker gamma exposure derived from S&P 500 index options☆148Updated 6 months ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆246Updated 2 years ago
- ☆65Updated 2 years ago
- Notebooks based on financial machine learning.☆59Updated 5 years ago
- Portfolio optimization with cvxopt☆40Updated this week
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆147Updated last year
- Pairs trading strategy that includes a research pipeline for identifying and selecting pairs. Tests all possible pairs in a universe for …☆35Updated last year
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- Script for Calculating Implied Probability Distribution from Option Prices - The Quant's Playbook @ Quant Galore☆42Updated 2 years ago
- trend / momentum and other patterns in financial timeseries☆278Updated 4 years ago
- Repository containing the code for a pairs trading investment strategy (Master Thesis in Electrical and Computer Engineering - Técnico Li…☆172Updated 6 years ago
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Options and Option Strategies analytics for educational purpose using the Black-Scholes Model☆125Updated 3 years ago
- Quantamental finance research with python☆154Updated 3 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- ☆82Updated 3 years ago
- Visualize option prices and sensitivities☆58Updated 2 months ago