I just had an idea about a position sizing technique using the kelly formula that seems logic to me.
I would like to share it to everyone so we can analize it.
please send me all your opinions about the attachment
Sorry about my english
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- Sat Jan 01, 2005 5:00 pm
- Forum: Money Management
- Topic: reasonable approach of the Kelly formula
- Replies: 5
- Views: 9626
reasonable approach of the Kelly formula
Hi ,
I just had an idea about a position sizing technique using the kelly formula that seems logic to me.
I would like to share it to everyone so we can analize it.
please send me all your opinions about the attachment
Sorry about my english
I just had an idea about a position sizing technique using the kelly formula that seems logic to me.
I would like to share it to everyone so we can analize it.
please send me all your opinions about the attachment
Sorry about my english