Position sizing

Position sizing and transaction-cost primitives for realistic backtests: fractional Kelly (kelly_fraction), volatility targeting for a single series (vol_target) or a whole (T, N) book (book_vol_target) and turnover-based transaction costs (transaction_cost).

kelly_fraction(returns[, fraction])	Fractional Kelly leverage from a return series.
vol_target(X[, target_vol, period, w, ...])	Causal volatility-targeting leverage series.
book_vol_target(W, X[, target_vol, period, ...])	Causal volatility-targeting leverage series for a multi-asset book.
transaction_cost(weights[, fee, axis])	Per-step transaction cost from weight turnover.