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Kelly isn't about either of those things. It's a consequence of Kelly that it never hits the absorbing barrier, but lots of other strategies also have that prop
by OscarCunningham 8y ago
Kelly isn't about either of those things. It's a consequence of Kelly that it never hits the absorbing barrier, but lots of other strategies also have that property. What I'm saying is that among all of those strategies, Kelly isn't optimal.
- whitepoplar 8y agoI misunderstood then, gotcha.