ed-thorp
OfficialTrade like Ed Thorp: edge-aware sizing.
Finance & Accounting#risk-management#backtesting#kelly-criterion#quant-trading#edge-calculation#bet-sizing
Authorcubexch
Version1.0.0
Installs0
System Documentation
What problem does it solve?
Provides a disciplined, math-driven framework for identifying and sizing edge in trading strategies using Kelly criterion, with explicit risk controls and bankroll management.
Core Features & Use Cases
- Quantitative edge estimation and Kelly sizing for trades
- Backtesting and bankroll trajectory modeling to forecast growth and drawdown
- Edge verification protocols and safety rules to prevent ruin
- Cross-exchange applicability using standard APIs and data inputs
- Performance tracking and self-evaluation tools to monitor strategy health
Quick Start
Provide the win probability and payoff ratio for a trade to compute the optimal Kelly fraction and determine the recommended position size.
Dependency Matrix
Required Modules
None requiredComponents
Standard package💻 Claude Code Installation
Recommended: Let Claude install automatically. Simply copy and paste the text below to Claude Code.
Please help me install this Skill: Name: ed-thorp Download link: https://github.com/cubexch/ai-fund/archive/main.zip#ed-thorp Please download this .zip file, extract it, and install it in the .claude/skills/ directory.
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