I've written a blog post about exactly that some time ago, I hope it's at least a bit enjoyable read: https://blog.millionintegrals.com/kelly-criterion-and-inve

I've written a blog post about exactly that some time ago, I hope it's at least a bit enjoyable read: https://blog.millionintegrals.com/kelly-criterion-and-investing/ https://blog.millionintegrals.com/kelly-criterion-and-invest...