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Remove windows support, add badge to readme
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MarcoHuebner committed Dec 22, 2023
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6 changes: 3 additions & 3 deletions .github/workflows/run-tests.yaml
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# This workflow will install Python dependencies, run tests and lint with a variety of Python versions
# For more information see: https://help.github.com/actions/language-and-framework-guides/using-python-with-github-actions

name: Run tests
name: Streamlit App Build

on:
push:
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jobs:
test:
runs-on: ${{ matrix.os }}
timeout-minutes: 10
timeout-minutes: 2
strategy:
fail-fast: false
matrix:
python-version: ["3.10", "3.11"]
os: [ubuntu-latest, macOS-latest, windows-latest]
os: [ubuntu-latest, macOS-latest]

steps:
- uses: actions/checkout@v3
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2 changes: 2 additions & 0 deletions readme.md
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# Volatility Decay Visualizations with Streamlit (and Dash)

[![Streamlit App Build](https://github.com/MarcoHuebner/volatility_decay_app/actions/workflows/run-tests.yaml/badge.svg)](https://github.com/MarcoHuebner/volatility_decay_app/actions/workflows/run-tests.yaml)

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](https://www.reddit.com/r/HFEA/comments/tue7n6/the_volatility_decay_equation_with_verification/) as well as a [paper](https://papers.ssrn.com/sol3/papers.cfm?abstract_id=1664823) and corresponding [blogpost](https://www.afrugaldoctor.com/home/leveraged-etfs-and-volatility-decay-part-2) dealing with leveraged (ETF) investing and in the light of the [Kelly criterion](https://rhsfinancial.com/2017/06/20/line-aggressive-crazy-leverage/). The project is built with and hosted on [Streamlit](https://volatilitydecayapp.streamlit.app/) and was initially built with Dash.

[![Volatility Decay Plot](assets/volatility_decay_plot.png)](https://volatilitydecayapp.streamlit.app/)
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