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Cacarulo: Re: Cac, question
> What if you're generally betting in the
> half-kelly vicinity? Would you actually be
> better off with the e.v. maximizing indexes
> then?
No.
> If you had a reasonable bankroll, wouldn't
> you be betting half-kelly or less anyway?
Yes, probably much less than 1/2 kelly.
> I'm kind of lost. Wouldn't this require no
> constraints on your spread, and resizing at
> least after every session and then having to
> bet odd units and what not?
No, I'm talking about fixed-kelly betting with a constrained betting spread.
Cac
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