### Python Installation Commands Source: https://github.com/thk3421-models/kellyportfolio/blob/main/README.md Commands to install required Python modules and clone the Kelly Portfolio repository. Dependencies include standard libraries like argparse, datetime, json, sys, numpy, pandas, yfinance, and cvxopt. ```shell pip install argparse datetime json sys numpy pandas yfinance cvxopt git clone https://github.com/thk3421-models/KellyPortfolio.git ``` -------------------------------- ### JSON Configuration File Example Source: https://github.com/thk3421-models/kellyportfolio/blob/main/README.md A sample JSON configuration file for the Kelly Portfolio. It specifies assets (stocks and cryptocurrencies), the Kelly fraction, lookback period, risk-free rate, expected returns, and capital allocation parameters. ```json { "assets": { "stock_symbols": ["SPY", "TLT", "XOM", "AAPL"], "crypto_symbols": ["BTC-USD", "ETH-USD"] }, "kelly_fraction": 0.15, "max_lookback_years": 5, "annual_risk_free_rate": 0.008, "identical_annual_excess_return_rate": 0.03, "expected_annual_excess_return_rates": { "SPY": 0.05, "TLT": 0.02, "XOM": 0.03, "AAPL": 0.07, "BTC-USD": 0.07, "ETH-USD": 0.07 }, "max_position_size", 0.99, "capital": 1000000, "position_sizes": { "SPY": 0.40, "TLT": 0.20, "XOM": 0.10, "AAPL": 0.15, "BTC-USD": 0.10, "ETH-USD": 0.05 } } ``` -------------------------------- ### Run Kelly Portfolio Program with Custom Estimation Source: https://github.com/thk3421-models/kellyportfolio/blob/main/README.md This snippet shows how to execute the Kelly portfolio optimization program using a custom configuration file and the 'custom' estimation mode. The program then downloads financial data, calculates returns and correlations, and determines Kelly weights for asset allocation. It utilizes Python and external libraries for data handling and optimization. ```bash python kelly.py --config config.json --estimation_mode custom ``` === COMPLETE CONTENT === This response contains all available snippets from this library. No additional content exists. Do not make further requests.