shill1729/kellyfractions: Optimize log returns
Optimal bets via maximizing log return for binary wagers, portfolios under discrete time with stable, Gaussian mixture, or uniform distributions, continuous time under geometric Brownian motion, and Merton jump diffusion. Simulations of the optimal strategies are included also.
Getting started
Browse package contents
Package details |
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| Author | S. Hill |
| Maintainer | S. Hill <52792611+shill1729@users.noreply.github.com> |
| License | GPL-3 |
| Version | 0.1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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