A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
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Updated
Nov 30, 2020 - Python
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kelly-criterion
Here are 7 public repositories matching this topic...
A bunch of betting simulations using Monte Carlo method. Useful for showing how your bankroll will collapse (or not) over time by betting.
monte-carlo blackjack betting monte-carlo-simulation roulette casino kelly-criterion betting-models martingale binary-options
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Dec 8, 2022 - Python
Simple python package to identify optimal bet size and odds using basic Kelly Criterion and Expected Values.
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Nov 22, 2023 - Python
A large pile of interesting and/or useful information
nlp machine-learning statistics database algorithms regex semi-supervised-learning data-normalization causal-inference kelly-criterion plotly-dash obsidian-md large-language-models llm prompt-engineering
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Feb 22, 2025 - Python
A tool for combining historical financial data with user-provided forecasts to produce Kelly optimal investment portfolio allocations
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Jan 19, 2024 - Python
Predicts Hearthstone arena wins and makes optimal wagers for betting
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Feb 5, 2021 - Python
Graphical user interface for azapy library - Finacial Portfolio Optimization Algorithms
finance portfolio-optimization quantitative-finance universal-portfolio kelly-criterion gini-index cvar-optimization smcr-optimization mad-optimization gini-optimization mv-optimization sd-optimization omega-optimization lsd-optimization sortino-optimization btad-optimization btsd-optimization evar-optimization
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Jul 29, 2024 - Python
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