For those who, like me, didn't know what the Kelly criterion was: In probability theory and intertemporal portfolio choice, the Kelly criterion is a formula use

For those who, like me, didn't know what the Kelly criterion was: In probability theory and intertemporal portfolio choice, the Kelly criterion is a formula used to determine the optimal size of a series of bets. https://en.wikipedia.org/wiki/Kelly_criterion https://en.wikipedia.org/wiki/Kelly_criterion