Care to link that? I am pretty sure the Kelly Criterion is a betting strategy. What does that have to do with bitcoin? Edit: Found it. https://rhsfinancial.com

Care to link that? I am pretty sure the Kelly Criterion is a betting strategy. What does that have to do with bitcoin? Edit: Found it. https://rhsfinancial.com/2017/06/line-aggressive-crazy/ https://rhsfinancial.com/2017/06/line-aggressive-crazy/ I hope you really think about applying the Kelly Criterion to trading bitcoin futures and hope you realize that the person completely ignores friction(transaction costs),and does not show a sharpe ratio( who cares if you beat a benchmark with 10x the risk). "[In November 2000.] Those kinds of times… when everyone is running around like a chicken with its head cut off, that's pretty good for us… "~Jim Simons (https://en.wikipedia.org/wiki/Renaissance_Technologies https://en.wikipedia.org/wiki/Renaissance_Technologies)