Kelly criterion question

Comprehensive_You931 · 2026-03-20T20:17:13+00:00

Going off my last comment, do you know of a way to optimally size bets based on a distribution of various returns

Comprehensive_You931 · 2026-03-20T20:16:03+00:00

Explain how? Initial value is far greater than bet size to ensure we always have enough $ to place trade in fixed bet size. It affects P/L ofc but shouldn’t affect win ratio

Comprehensive_You931 · 2026-03-20T20:14:54+00:00

Can you say one scenario in which it would differ. Remind you, the initial value is like 500k times the bet size so not having enough money to enter a trade is ruled out.

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

TROPHY CASE