.. _mKelly_top:

Kelly optimal portfolio
#######################

.. include:: Kelly_th_doc_inc.md
  :parser: myst_parser.sphinx_

:ref:`TOP<mKelly_top>`

KellyEngine class
*****************

.. automodule:: azapy.Engines.KellyEngine
   :members:
   :undoc-members:
   :show-inheritance:

:ref:`TOP<mKelly_top>`

`Example KellyEngine <https://github.com/Mircea-MMXXI/azapy/blob/main/scripts/analyzers/KellyEngine_examples.py>`_
******************************************************************************************************************
.. literalinclude:: ../scripts/analyzers/KellyEngine_examples.py
   :language: py

:ref:`TOP<mKelly_top>`

Port_Kelly class
****************

.. automodule:: azapy.PortOpt.Port_Kelly
  :members:
  :undoc-members:
  :show-inheritance:

:ref:`TOP<mKelly_top>`

`Example Port_Kelly <https://github.com/Mircea-MMXXI/azapy/blob/main/scripts/portfolios/Port_Kelly_examples.py>`_
*****************************************************************************************************************

.. literalinclude:: ../scripts/portfolios/Port_Kelly_examples.py
  :language: py

:ref:`TOP<mKelly_top>`