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by shakedown1 3160 days ago
Interesting. Are you refering to kelly criterion?
1 comments
au_gambler 3159 days ago
There needs to be some degree of risk aversion given the uncertainties in estimating your edge. I am thinking more along the lines of a CRRA utility function - something a little less aggressive than kelly.
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qwtel 3159 days ago
in your opinion, is there any practical benefit over just using half kelly?
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