The Living Thing / Notebooks :

Hedging, portfolio selection etc; practical

Nothing to see here at the moment, apart from snippets I found interesting.

Jon V, How to build your own algotrading platform

Jonathan Kinlay, on market timing strategies via Machine Learning.

Introductory: Zvi Mowshowitz on Kelly bets.

Bitstamp api.


In the special case of all-or-nothing bets, things are different than variable return instruments.