#Kelly-criterion
Showing 8 of 8 repositories tagged #kelly-criterion, ranked by stars
Open-source Bayesian trading AI agent for prediction markets.
Prediction-market trading engine — Wang Transform pricing on 291K+ contracts; paper-traded across Kalshi · Polymarket · Solana DFlow (Jito bundles) · 633 tests
A tool for combining historical data with user-provided forecasts to produce Kelly optimal portfolio allocations
Financial Portfolio Optimization Algorithms
🧮 A deeper look into the Kelly Criterion
Real-time forex trading system with modular architecture, multi-timeframe signal generation, GMM-based regime detection, Kelly-based risk management, and CLI tools for backtesting, monitoring, and performance analysis.
A case study in betting on the S&P 500 using the Kelly criterion
Eleven AI agents deliberate every prediction-market trade. Restraint is anchored on-chain. Polymarket CLOB + Arc Testnet. 11 LLM providers, one env var. Half-Kelly with caps, self-calibrating, fully open-source.