Thomas Kirschenmann
Results
2
repositories owned by
Thomas Kirschenmann
cardiel
84
Stars
12
Forks
84
Watchers
A tool for portfolio managers: use the Black-Litterman model to view optimal portfolio allocations using several of the most popular optimization methods.
KellyPortfolio
88
Stars
23
Forks
88
Watchers
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations