A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
☆96Jun 29, 2025Updated 11 months ago
Alternatives and similar repositories for KellyPortfolio
Users that are interested in KellyPortfolio are comparing it to the libraries listed below. We may earn a commission when you buy through links labeled 'Ad' on this page.
Sorting:
- A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular opti…☆83Jul 4, 2024Updated last year
- 🧮 A deeper look into the Kelly Criterion☆47Aug 15, 2023Updated 2 years ago
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆27Aug 1, 2023Updated 2 years ago
- A simple stock market data analysis using Yahoo Finance and Plotly.☆10Dec 13, 2021Updated 4 years ago
- A Portfolio Rebalancing and Tax Optimization Calculator☆19Mar 22, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Portfolio optimization with cvxopt☆41Feb 8, 2026Updated 4 months ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Interactive Quant Portfolio Visualizer Dash App☆14Mar 8, 2024Updated 2 years ago
- ☆44Apr 12, 2021Updated 5 years ago
- Kelly Criterion calculation☆115Dec 8, 2022Updated 3 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆59Jan 15, 2024Updated 2 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆36Jan 30, 2024Updated 2 years ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- ☆44Dec 8, 2022Updated 3 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- ☆17Updated this week
- Writing zero-knowledge circuits using gnark to expand the existing library – Focus on Financial Circuit Development and Approach☆14Nov 17, 2025Updated 6 months ago
- Online Covariance and Correlation Estimation☆329Updated this week
- An implementation of the paper "A Deep Reinforcement Learning Framework for the Financial Portfolio Management Problem"☆24Aug 15, 2018Updated 7 years ago
- In-depth walkthrough of Pipeline, an API for filtering and performing computations on large universes of securities. The Pipeline API is …☆11Apr 23, 2024Updated 2 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆14Oct 23, 2018Updated 7 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 7 months ago
- Bare Metal GPUs on DigitalOcean Gradient AI • AdPurpose-built for serious AI teams training foundational models, running large-scale inference, and pushing the boundaries of what's possible.
- ML pipeline for SmartBeta momentum factor on equity portfolio☆12Jan 25, 2016Updated 10 years ago
- A collection of various computational methods to optimize a user's investment portfolio using Modern Portfolio Theory and optimizing vari…☆41Aug 5, 2020Updated 5 years ago
- Development space for PhD in Finance☆34Mar 28, 2020Updated 6 years ago
- An Automated Trading System for managing and executing multiple trading strategies via Interactive Brokers.☆19Oct 14, 2024Updated last year
- Using Q-learning to better navigate orderbooks.☆23Apr 7, 2018Updated 8 years ago
- This is a finance factor model, risk model, portfolio optimization, strategies research library.☆16Nov 11, 2018Updated 7 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- Developing a trend following model using futures☆39Sep 17, 2023Updated 2 years ago
- Tools for investing in Python☆47Mar 19, 2022Updated 4 years ago
- Deploy to Railway using AI coding agents - Free Credits Offer • AdUse Claude Code, Codex, OpenCode, and more. Autonomous software development now has the infrastructure to match with Railway.
- Quantamental finance research with python☆154Jun 3, 2022Updated 4 years ago
- This is just another Python client for the Interactive Brokers API, which is using the OAuth1.0a protocol for authentication.☆21Dec 23, 2024Updated last year
- Analysis of financial instruments☆78May 29, 2026Updated 2 weeks ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆37Oct 19, 2020Updated 5 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- Trading Strategy on S&P500 with different method (Linear Regression, XGBOOST, LSTM, HMM☆10May 11, 2020Updated 6 years ago