Paul Wilmott on Quantitative Finance, Chapter 17, Kelly criterion
In chapter 17 I learned about the Kelly criterion. This is a way to maximize your expected growth by controlling bet sizes when you have an edge to exploit. Even if you have a consistently positive edge you can get a negative expected growth if you bet too much.
Видео Paul Wilmott on Quantitative Finance, Chapter 17, Kelly criterion канала Nathan Whitehead
Видео Paul Wilmott on Quantitative Finance, Chapter 17, Kelly criterion канала Nathan Whitehead
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