Thomas Kirschenmann

Results 2 repositories owned by Thomas Kirschenmann

cardiel

36
Stars
6
Forks
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

73
Stars
17
Forks
Watchers

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