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Thomas Kirschenmann (thk3421-models)

thk3421-models

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Location:Austin, TX

Home Page:https://www.linkedin.com/in/thomaskirschenmann/

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Thomas Kirschenmann's repositories

KellyPortfolio

A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations

Language:PythonStargazers:73Issues:1Issues:1

cardiel

A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular optimization methods.

Language:PythonStargazers:63Issues:4Issues:0