thk3421-models / KellyPortfolioLinks
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
☆89Updated 6 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.☆154Updated 3 years ago
- Probabilistic Sharpe Ratio example in Python (by Marcos López de Prado)☆128Updated 5 years ago
- Code base for the meta-labeling papers published with the Journal of Financial Data Science☆97Updated 2 years ago
- Advances in Financial Machine Learning by Marcos Lopez De Prado☆54Updated 6 years ago
- Research Repo (Archive)☆74Updated 5 years ago
- Notebooks based on financial machine learning.☆57Updated 5 years ago
- Probability of Backtest Overfitting in Python☆129Updated 2 years ago
- A statistical arbitrage strategy on treasury futures using mean-reversion property and meanwhile insensitive to the yield change☆77Updated 7 years ago
- MlFinLab helps portfolio managers and traders who want to leverage the power of machine learning by providing reproducible, interpretable…☆62Updated 2 years ago
- PortfolioLab is a python library that enables traders to take advantage of the latest portfolio optimisation algorithms used by professio…☆175Updated 4 years ago
- Open source TCA (transaction cost analysis) Python library for FX spot☆247Updated last year
- Notebook based on the book "Advances in Financial Machine Learning" by Marcos Lopez de Prado☆126Updated 6 years ago
- Time Series Prediction of Volume in LOB☆59Updated last year
- trend / momentum and other patterns in financial timeseries☆275Updated 4 years ago
- Machine learning-driven financial trading strategy: momentum prediction, regime detection, and enhanced trading decisions.☆72Updated 2 years ago
- A portfolio optimization tool with scikit-learn interface. Hyperparameters selection and easy plotting of efficient frontiers.☆58Updated last year
- A vectorized implementation of py_vollib, that supports numpy arrays and pandas Series and DataFrames.☆145Updated last year
- Notes on Advances in Financial Machine Learning☆83Updated 7 years ago
- Pairs Trading with Machine Learning on Distributed Python Platform☆125Updated 3 years ago
- ☆75Updated 3 years ago
- Estimation of the lead-lag parameter from non-synchronous data.☆133Updated 9 months ago
- Code for the paper Volatility is (mostly) path-dependent☆71Updated last year
- Python modules and jupyter notebook examples for the paper Detect and Repair Arbitrage in Price Data of Traded Options.☆123Updated 2 years ago
- ☆50Updated 2 years ago
- We are hard pressed to find a concrete implementation of both Benoit Mandelbrot's "A Multifractal Model of Asset Returns" and Edgar E. Pe…☆58Updated 3 years ago
- 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 end-to-end research and trade execution☆100Updated 5 years ago
- Deep learning modelling of orderbooks☆102Updated 5 years ago
- Statistical Jump Models in Python, with scikit-learn-style APIs☆126Updated last year