From 8922b2b7def06e91b1b6e520fb47d8db45e8e963 Mon Sep 17 00:00:00 2001 From: Tibor Kiss Date: Thu, 21 Sep 2023 10:53:47 +0200 Subject: [PATCH] Add Kelly Criterion --- README.md | 1 + 1 file changed, 1 insertion(+) diff --git a/README.md b/README.md index 20450c0..adfadd9 100644 --- a/README.md +++ b/README.md @@ -62,6 +62,7 @@ A curated list of insanely awesome libraries, packages and resources for Quants - [pypme](https://github.com/ymyke/pypme) - PME (Public Market Equivalent) calculation. - [AbsBox](https://github.com/yellowbean/AbsBox) - A Python based library to model cashflow for structured product like Asset-backed securities (ABS) and Mortgage-backed securities (MBS). - [Intrinsic-Value-Calculator](https://github.com/akashaero/Intrinsic-Value-Calculator) - A Python tool for quick calculations of a stock's fair value using Discounted Cash Flow analysis. +- [Kelly-Criterion](https://github.com/deltaray-io/kelly-criterion) - Kelly Criterion implemented in Python to size portfolios based on J. L. Kelly Jr's formula. ### Indicators