A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
☆89Jun 29, 2025Updated 8 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…☆84Jul 4, 2024Updated last year
- A Python Package for Portfolio Optimization using the Critical Line Algorithm☆26Aug 1, 2023Updated 2 years ago
- 🧮 A deeper look into the Kelly Criterion☆45Aug 15, 2023Updated 2 years ago
- Portfolio optimization with cvxopt☆40Feb 8, 2026Updated 3 weeks ago
- ☆17Dec 8, 2025Updated 2 months ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Jan 15, 2024Updated 2 years ago
- A Portfolio Rebalancing and Tax Optimization Calculator☆20Mar 22, 2022Updated 3 years ago
- Attribution and optimisation using a multi-factor equity risk model.☆35Jan 30, 2024Updated 2 years ago
- ☆42Apr 12, 2021Updated 4 years ago
- Python app for black-litterman portfolio optimisation☆10Dec 8, 2022Updated 3 years ago
- Estimation of the Covariance Matrix - linear and nonlinear shrinkage☆23Jul 17, 2022Updated 3 years ago
- Covariance prediction via convex optimization☆22Feb 23, 2021Updated 5 years ago
- A simple stock market data analysis using Yahoo Finance and Plotly.☆10Dec 13, 2021Updated 4 years ago
- A mirror of the Open Risk white paper collection☆10Nov 11, 2025Updated 3 months ago
- Estimating Option-Implied Probability Distributions for Equity Pricing☆11Aug 25, 2020Updated 5 years ago
- Interactive Quant Portfolio Visualizer Dash App☆13Mar 8, 2024Updated last year
- a Python tool for downloading sharadar data from Quandl.☆10Dec 8, 2022Updated 3 years ago
- A Tool to Semi-Automate the Manual Trading Process.☆11Aug 7, 2023Updated 2 years ago
- Bayer, Friz, Gulisashvili, Horvath, Stemper (2017). Short-time near-the-money skew in rough fractional volatility models.☆13Mar 23, 2017Updated 8 years ago
- Trading Strategies based on the gap between Implied and Realized Volatility: A machine learning approach☆15Nov 10, 2019Updated 6 years ago
- Fixed income valuation with term structure models and Monte Carlo simulations: Pricing straight, floating and callable bonds, swaps, swap…☆11Mar 31, 2023Updated 2 years ago
- World beating online covariance and portfolio construction.☆318Oct 13, 2025Updated 4 months ago
- Quantamental finance research with python☆154Jun 3, 2022Updated 3 years ago
- 🦋 hundun is a python library for the exploration of chaos.☆13May 19, 2023Updated 2 years ago
- Get discount factors and zero rates from interest rate swaps☆11Mar 1, 2018Updated 8 years ago
- A PyTorch exercise in implementing a continuous time LSTM to simulate Neural Hawkes Process based on the paper by Hongyuan Mei and Jason …☆11Apr 11, 2023Updated 2 years ago
- WQU capstone project - short term currency trading strategy utilizing machine learning☆12Dec 8, 2022Updated 3 years ago
- ML pipeline for SmartBeta momentum factor on equity portfolio☆11Jan 25, 2016Updated 10 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 last year
- Development space for PhD in Finance☆34Mar 28, 2020Updated 5 years ago
- A simulator to try different trading strategies for different cryptocurrencies on historical data☆27Jan 18, 2018Updated 8 years ago
- Taylor moment expansion in Python (JaX and SymPy) and Matlab☆11Nov 26, 2024Updated last year
- Python Monte Carlo Scenario Generator☆14Dec 30, 2025Updated 2 months ago
- Implementation of the Bayesian Online Change-point Detector of Ryan Prescott Adams and David McKay.☆15Aug 16, 2021Updated 4 years ago
- Different quantitative trading models research☆56Dec 17, 2024Updated last year
- Bayer, Friz, Gassiat, Martin, Stemper (2017). A regularity structure for finance.☆12Sep 29, 2017Updated 8 years ago
- The Implied Volatility Smirk of Individual Option in S&P 500 Shows its Underlying Asset’s Return☆38Oct 19, 2020Updated 5 years ago
- ALGORITHM TRADING AND STOCK PREDICTION USING MACHINE LEARNING☆15Oct 23, 2018Updated 7 years ago
- An algorithmic trading framework for pydata.☆14Apr 2, 2023Updated 2 years ago