kelly-criterion

There are 4 repositories under kelly-criterion topic.

• thk3421-models / KellyPortfolio

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

  bondscryptocurrencyfinancekellykelly-criterionoptimizationportfoliostockstrading
  Language:Python 72

• englianhu / binary.com-interview-question

  次元期权应征面试题范例。

  acdarimabayesianbettingelastic-netetsgarchinvestmentinvestment-portfolioinvestment-strategieskelly-criterionlasso-regressionmarkowitz-portfoliomcmcridge-regressionstatistics
  Language:HTML 57

• Mircea-MMXXI / azapy

  Financial Portfolio Optimization Algorithms

  financequantitative-financeportfolio-optimizationcvar-optimizationsmcr-optimizationmad-optimizationgini-optimizationmv-optimizationsd-optimizationomega-optimizationkelly-criteriongini-indexbtad-optimizationbtsd-optimizationlsd-optimizationsortino-optimization
  Language:Jupyter Notebook 52

• 1kc2 / The-Kelly-Criterion

  🧮 A deeper look into the Kelly Criterion

  kelly-criterionnotebookfinancequantitative-finance
  Language:Jupyter Notebook 28

• ptuls / multiarm_kelly_portfolio

  Simulating the combination of multiarm bandits with the Kelly criterion for portfolio allocation

  bayesian-statisticsdata-sciencekelly-criterionmachine-learningportfolio-optimization
  Language:Jupyter Notebook 24

• scibrokes / kelly-criterion

  kelly-criterionsportsbook-investmentbetting-modelsodds-priceinvestmentcomparisonkelly-modelefficiency
  Language:HTML 17

• xandao-dev / monte-carlo-betting-simulations

  A bunch of betting simulations using Monte Carlo method. Useful for showing how your bankroll will collapse (or not) over time by betting.

  monte-carlomonte-carlo-simulationbettingbetting-modelsbinary-optionsmartingalekelly-criterionblackjackroulettecasino
  Language:Python 16

• patrickfrank1 / trading-sp500

  A case study in betting on the S&P 500 using the Kelly criterion

  algorithmic-tradinginteractive-data-analysiskelly-criterionsnp500stock-market
  Language:Jupyter Notebook 12

• scibrokes / dixon-coles1996

  Kelly Criterion on Soccer Sports Value Betting

  kelly-criteriondixonsportsbook
  Language:HTML 7

• NewYaroslav / easy_bo_tester

  C++ header-only библиотека для тестирования бинарных опционов

  binary-optionsbinary-optionbinary-options-statisticsbinary-options-pro-signalsforex-tradingtradingsimulationsimulatorstatisticskelly-criterionforexbinaryanalysistestermt4
  Language:C++ 5

• subodh101 / bet-optimizer

  Simple python package to identify optimal bet size and odds using basic Kelly Criterion and Expected Values.

  bettingexpected-valuekelly-criterionpython
  Language:Python 4

• zwolsman / satoshi-mines-bot

  A nodejs script that plays satoshimines.com for you

  betkelly-criterionalgorithmsatoshi-minesbotes6
  Language:JavaScript 3

• bSwennen / kelly-calc

  Kelly Calculator

  vuekelly-criterion
  Language:Vue 1

• Maxim-Mazurok / gtao-betting

  Testing strategies of betting on horse races in GTA Online. Calculating adjusted advantage compared to the odds and using Kelly Criterion to determine bet size, then simulating games.

  bettinggamblinggta5horse-racingkelly-criterionodds-calculator
  Language:TypeScript 1

• chrisdrymon / KrippTF

  Predicts Hearthstone arena wins and makes optimal wagers for betting

  kelly-criterionhearthstonetwitch
  Language:Python 0

• adrian-lin-1-0-0 / drawing-by-python

  Some mathematical drawings by python

  kelly-criterionrandom-walkipynbipython-notebookpython
  Language:Jupyter Notebook

• billray0259 / stockbot_2020

  A previous attempt at profitable algorithmic trading

  stockspythonkelly-criterionportolio-optimization
  Language:Jupyter Notebook

• nabilshadman / kelly-criterion-investment-management

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

  kelly-criterioninvesting
  Language:Python

• ReinhardLenz / Kelly-criterion-simulation

  a web page written in php, which allows user to set start criteria and then let the web page run and show, to what it leads

  kelly-criterionphpsimulation
  Language:PHP

• VitamintK / kelly-hedge

  A javascript calculator that tells you how much to hedge a bet in order to maximize E[log(wealth)]

  gamblinghedgingkelly-bettingkelly-criterionkelly-modellog-utilitysports-betting
  Language:TypeScript