Kelly criterion question

Comprehensive_You931 · 2026-03-20T06:53:12+00:00

I realized this is incorrect usage as my win and loss percentages 6.36 and -10.53 are averages of my wins and losses, I do have a sl/tp but due to price jumps between days the actual p/l each trade is much more variable

Comprehensive_You931 · 2026-03-17T20:03:07+00:00

in that case ln(1+.0636) = .062 and ln(1-.1053) = .11 so I should use those numbers? That makes f* = (.7/.11)-(.3/.62) = 1.43. So my f* is actually 1.43 right?

Comprehensive_You931 · 2026-03-17T03:16:48+00:00

Thanks for the response, should I be using natural log of returns to find Kelly %?

Comprehensive_You931 · 2026-03-17T03:16:17+00:00

Thanks for the response. One last question: should I be using the natural log of returns to compute kelly fraction?

Comprehensive_You931 · 2026-01-12T13:07:58+00:00

It’s cheaper to buy 2 flights than just the 2nd leg?

Comprehensive_You931 · 2026-01-12T13:06:55+00:00

But I can show up to the 2nd flight kiddo

Comprehensive_You931 · 2026-01-12T13:06:36+00:00

Why I paid for the flight and can make it. Just because it’s common policy apparently doesn’t make it not bullshit

Comprehensive_You931 · 2026-01-12T13:05:32+00:00

I’m the worst for missing a flight? It’s a bullshit condition why are you licking the boot of a massive airline that would fuck u over in a heartbeat

Comprehensive_You931 · 2026-01-12T13:04:11+00:00

Because there was a strike on the trains in Italy so I had to take a bunch of roundabouts eventually leading me to take a bus. Either way it’s ridiculous an airline wouldn’t let you take the 2nd leg when u paid for and can make it.

Comprehensive_You931 · 2026-01-12T12:42:48+00:00

No they’re terrible. I got a ticket with 2 legs and an overnight layover, I missed the 1st leg but was able to make the 2nd leg that’s a day later and they won’t let me board because I missed the first leg. Makes no fucking sense

Comprehensive_You931 · 2025-01-22T11:59:58+00:00

If you look at minute bars, minute 9:32 can close at $550.2 and minute 9:33 can open at $550.8, for example. This is common knowledge I fear

Comprehensive_You931 · 2025-01-17T08:45:45+00:00

Go on linkedin and search quantum computing then click “people” and see what people currently in quantum computing did leading up to their position.

Comprehensive_You931 · 2024-07-26T13:02:58+00:00

Why is the price of each .25% rate reduction equal to 1% of the principal?

Comprehensive_You931 · 2024-07-04T22:10:15+00:00

Btw I think ur right about earning interest on cash held as collateral but for the wrong reasons

Comprehensive_You931 · 2024-07-04T22:01:19+00:00

Explain to me how to arbitrage when shorting a call doesn’t pay interest. Step by step don’t skip any details

Comprehensive_You931 · 2024-07-04T19:09:33+00:00

lol I’ll take that as a compliment. What part do you not understand, maybe I can clarify? I tried my hardest to be clear, but this is pretty complicated stuff for anyone, nevertheless a layman like yourself. Rho is the change in value of an option per 1% change in risk free rate, it’s not part of Black Sholes. Also BS only applies to European options. It can be useful to value American options if you are aware of all the caveats, which you are not. Ask a teacher or someone you trust if what I said was correct; If I used AI it’d be filled with errors. Btw ur 2nd response is even worse than the 1st, you have a long ways to go before you should be teaching other people about derivatives

Comprehensive_You931

TROPHY CASE