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First Project Attempt
https://github.com/TxmJxhn/Kelly-Criterion-Portfolio-Optimizer any feedback would be much appreciated 🙂
github.com
A KDB+/q implementation of Kelly Criterion for portfolio optimization - TxmJxhn/Kelly-Criterion-Portfolio-Optimizer
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3 Replies
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I would add some comments or descriptions for the parameter inputs to the functions for those who don’t have a finance background or are not familiar with the Kelly Criterion.
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It looks good, but the code style can be improved a bit:
- consistency with semicolons, you have it after closing the bracket, but not for all functions
– for “-1” messages it probably makes sense to have some wrapper function
- possible arguments validation inside of the optimizePortfolio function
- maybe you want to have these functions in a specific namespace to avoid clashes during import in bigger project
– unit tests and integration test -
For example code use backslash to leave it as a multi line comment so those wishing to use this as a library can load the script without it running the example every time.
https://code.kx.com/q/basics/syntax/#comments
See example: https://github.com/KxSystems/kdb-tick/blob/master/tick.q#L50
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This reply was modified 2 weeks, 2 days ago by rocuinneagain.
code.kx.com
Syntax | Basics | kdb+ and q documentation - kdb+ and q documentation
Syntax of the q programming language
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This reply was modified 2 weeks, 2 days ago by
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