kelly-criterion
Portfolio optimizer
Calculates optimal capital allocation for a portfolio based on historical stock prices and a risk management strategy.
Kelly Criterion calculation
93 stars
8 watching
27 forks
Language: Python
last commit: almost 3 years ago
Linked from 1 awesome list
quantitative-financequantitative-tradingtrading-algorithms
Related projects:
| Repository | Description | Stars |
|---|---|---|
| | An open-source Python package implementing advanced portfolio optimization techniques | 227 |
| | Provides pre-built strategy libraries for options trading and quantitative finance | 9 |
| | A framework that enables portfolio optimization using deep learning. | 932 |
| | A JavaScript library used to optimize financial portfolios through mathematical optimization algorithms | 175 |
| | A package for computing sparse portfolios of assets to track an index. | 51 |
| | An algorithm that optimizes portfolio allocation using Reinforcement Learning and Supervised learning. | 168 |
| | Reinforcement learning-based algorithm for optimizing stock trading and portfolio management | 182 |
| | A Python library for building and optimizing portfolios using machine learning algorithms | 1,297 |
| | A tool for designing and optimizing risk parity portfolios using optimization techniques | 107 |
| | A software toolkit implementing a novel reinforcement learning framework for portfolio management with policy optimization and financial-model-based algorithms. | 1,755 |
| | A repository of quantitative finance and algorithmic trading strategies and analyses. | 326 |
| | This project implements 101 algorithmic trading strategies using Python to generate superior returns relative to a benchmark. | 16 |
| | An open-source platform for portfolio management and analysis in finance | 960 |
| | Provides tools and algorithms for optimizing portfolio selection based on historical data | 780 |
| | A Python library for creating and backtesting algorithmic trading strategies using machine learning and technical indicators. | 104 |