Kelly Criterion and Optimal f
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RVince
Mar 22, 2011, 9:06:52 AM3/22/11
to Leverage Space Trading
Someone put up a copy of the 2011 IFTA Journal on docstoc which has a
copy of the Kelly Criterion article discussed in the two day talks,
which leads to the notion of the singularity which leads to the notion
of p/2 as our best guess for f in the future. For those interested:
http://www.docstoc.com/docs/74388483/IFTA-2011
-Ralph Vince
copy of the Kelly Criterion article discussed in the two day talks,
which leads to the notion of the singularity which leads to the notion
of p/2 as our best guess for f in the future. For those interested:
http://www.docstoc.com/docs/74388483/IFTA-2011
-Ralph Vince
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