kelly-criterion topic

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englianhu

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

thk3421-models

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

ptuls

Financial Portfolio Optimization Algorithms

Mircea-MMXXI

凯利标准计数|机数造物。

scibrokes

🧮 A deeper look into the Kelly Criterion

1kc2

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

xandao-dev