|
|
|
|
|
|
by repsilat
2595 days ago
|
|
|
> this depends on a rough prediction of when the next crash will occur If you think the tails are mispriced (and you have some kind of alternative distribution), and markets are liquid, can't you just keep on making Kelly bets? Maybe you need to model third-party investors bailing too, though... |
|
|