Implement advanced position sizing algorithms with Optimal f, Kelly Criterion, and volatility-adjusted methods
Some checks failed
Build and Test / build (push) Has been cancelled

This commit is contained in:
Billy Valentine
2025-09-09 18:56:25 -04:00
parent 23bb431d42
commit 86422ff540
2 changed files with 509 additions and 2 deletions

View File

@@ -163,7 +163,17 @@ namespace NT8.Core.Common.Models
/// <summary>
/// Optimal F calculation
/// </summary>
OptimalF
OptimalF,
/// <summary>
/// Kelly Criterion sizing
/// </summary>
KellyCriterion,
/// <summary>
/// Volatility-adjusted sizing
/// </summary>
VolatilityAdjusted
}
/// <summary>
@@ -438,4 +448,4 @@ namespace NT8.Core.Common.Models
ExecutionId = executionId;
}
}
}
}