keeks

Contents:

  • Getting Started
    • Installation
    • Basic Usage
    • Using Different Strategies
    • Using Different Simulators
  • Binary Strategies
    • Base Strategy
      • BaseStrategy
        • BaseStrategy.evaluate()
        • BaseStrategy.get_max_safe_bet()
    • Naive Strategy
      • NaiveStrategy
        • NaiveStrategy.evaluate()
    • Fixed Fraction Strategy
      • FixedFractionStrategy
        • FixedFractionStrategy.evaluate()
    • CPPI Strategy
      • CPPIStrategy
        • CPPIStrategy.evaluate()
        • CPPIStrategy.update_bankroll()
    • Dynamic Bankroll Management
      • DynamicBankrollManagement
        • DynamicBankrollManagement.evaluate()
        • DynamicBankrollManagement.get_drawdown_factor()
        • DynamicBankrollManagement.get_probability_factor()
        • DynamicBankrollManagement.get_streak_factor()
        • DynamicBankrollManagement.get_volatility_factor()
        • DynamicBankrollManagement.record_result()
    • Kelly Criterion
      • KellyCriterion
        • KellyCriterion.evaluate()
    • Fractional Kelly Criterion
      • FractionalKellyCriterion
        • FractionalKellyCriterion.evaluate()
    • Drawdown-Adjusted Kelly
      • DrawdownAdjustedKelly
        • DrawdownAdjustedKelly.evaluate()
    • OptimalF
      • OptimalF
        • OptimalF.evaluate()
  • Simulators
    • Repeated Binary Simulator
      • RepeatedBinarySimulator
        • RepeatedBinarySimulator.evaluate_strategy()
    • Random Binary Simulator
      • RandomBinarySimulator
        • RandomBinarySimulator.evaluate_strategy()
    • Random Uncertain Binary Simulator
      • RandomUncertainBinarySimulator
        • RandomUncertainBinarySimulator.evaluate_strategy()
  • Bankroll
    • Exceptions
  • Utilities
    • RuinError
    • Exceptions
      • RuinError
keeks
  • Overview: module code

All modules for which code is available

  • keeks.binary_strategies.base
  • keeks.binary_strategies.kelly
  • keeks.binary_strategies.simple
  • keeks.simulators.random_binary
  • keeks.simulators.random_uncertain_binary
  • keeks.simulators.repeated_binary
  • keeks.utils

© Copyright 2020, Will McGinnis.

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