TrentBrick/KellyBet

Optimal Betting for Stocks

Jupyter Notebook

See blog post at: https://trentbrick.github.io/Kelly-Criterion/ for details.

Also the Google Colab notebook to run this code immediately: https://colab.research.google.com/drive/1Fw8btygHEv9wfnGPWZvdFdlZRnCOtU3P?usp=sharing