config.json

{
    "assets": 
    {
        "stock_symbols": ["SPY", "TLT", "XOM", "QQQ", "ZM"],
        "crypto_symbols": ["BTC-USD", "ETH-USD"]
    },
    "kelly_fraction": 0.15,
    "max_lookback_years": 5,
    "annual_risk_free_rate": 0.008,
    "identical_annual_excess_return_rate": 0.03,
    "use_Ledoit_Wolf": true,
    "max_position_size": 0.99,
    "expected_annual_excess_return_rates": {
        "SPY": 0.05,
        "TLT": 0.02,
        "XOM": 0.03,
        "QQQ": 0.07,
        "BTC-USD": 0.07,
        "ETH-USD": 0.07,
        "ZM": 0.05
    },
    "capital": 1000000,
    "position_sizes": {
        "SPY": 0.40,
        "TLT": 0.20,
        "XOM": 0.10,
        "AAPL": 0.15,
        "BTC-USD": 0.10,
        "ETH-USD": 0.05
    }
}