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README.md

Investing On ETFs Using The Kelly Formula

Abstract

The main problem of an investor is identifying profitable trading strategies. To solve this, he uses fundamental and quantitative techniques to pick winning trading systems. The next problem concerning the investor is how to optimally allocate his capital to different winning strategies. A solution is to use the Kelly formula to calculate the amount of capital he will deploy to securities or trading systems before him.

Visit on https://quant-trading.blog.

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  1. How To Retrieve ETF Data Using Python
  2. How To Calculate The Kelly Formula Using Python

Requirements

You will need to install:

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