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MJ: CVData: Kelly-factor
Where on CVData is the kelly-factor provided for a simulation?
I need this for one of my wonging sims.
Suppose the simple ROR calculator gives 7%. Would solving the equation below for 'x' yield the k-f for the simulation? If not, why wouldn't it work?
Let x = kelly-factor
0.1353^(1/x) = 7%
MJ
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Don Schlesinger: Re: CVData: Kelly-factor
> Suppose the simple ROR calculator gives 7%. Would
> solving the equation below for 'x' yield the k-f for
> the simulation? If not, why wouldn't it work?
> Let x = kelly-factor
> 0.1353^(1/x) = 7%
If you're betting optimally, originally, without resizing, then, yes, your formula is correct. And the answer is about 3/4 Kelly, which yields just over 6.9% ROR.
Don
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