kelly
Get kelly criterion
Source Code: [link]
openbb.portfolio.metric.kelly(portfolio_engine: portfolio_engine.PortfolioEngine)
Parameters
Name | Type | Description | Default | Optional |
---|---|---|---|---|
portfolio_engine | PortfolioEngine | PortfolioEngine class instance, this will hold transactions and perform calculations. Use portfolio.load to create a PortfolioEngine. | None | False |
Returns
Type | Description |
---|---|
pd.DataFrame | DataFrame of kelly criterion of the portfolio during different time periods |
Examples
from openbb_terminal.sdk import openbb
p = openbb.portfolio.load("openbb_terminal/miscellaneous/portfolio_examples/holdings/example.csv")
output = openbb.portfolio.metric.kelly(p)