This project contains visualizations of the volatility decay phenomenon as well as calculations regarding the Kelly criterion to deal with volatility decay. It is based on the volatility decay equation as well as a paper and corresponding blogpost dealing with leveraged (ETF) investing and in the light of the Kelly criterion. The project is built with and hosted on Streamlit and was initially built with Dash.
Install the requirements given in the requirements.txt (via pip install -r requirements.txt). The requirements file is further required for Streamlit to run (start/ build) the app. For Dash, the additional requirements are given in the initial docstring, along with CSS assets in the assets folder. For updating the list of currently tradeable assets using TradeRepublic, the tr_export.py script can be used, which further requires selenium (as stated in the docstring).