3 ms·
Please share this calculation, dying to know what kind of inter-universal Teichmüller space theoretic math you're using to come up with this.
by arthurcolle 5y ago
Please share this calculation, dying to know what kind of inter-universal Teichmüller space theoretic math you're using to come up with this.
- afryer 5y agohttps://news.ycombinator.com/item?id=27453365 https://news.ycombinator.com/item?id=27453365 Edward Thorpe and Ralph Vince both conclude that the Kelly Criterion in the continuous case is excess returns divided by variance, which is pretty close to the Sharpe Ratio, correct? Asking to understand better, not to be combative. Your comment made it seem like that formula is way off.