ConformalKelly: Conformal Prediction Intervals as the Scale in Fractional Kelly Position Sizing

By Robert Jacob Ryan

Published 2026-08-02

Everscope rating

1664.7

Relevance to quantitative trading

9 / 10

Implementation complexity

6 / 10

Reproducibility

3 / 5

About this paper

Methodology: ConformalKelly: Conformal Prediction Intervals as Kelly Scale. Problem types: Portfolio Optimization, Risk Management, Time Series Forecasting, Optimization.

arXiv:2608.01494 · Paper rankings

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