2 ms·
Optimal bet size is 2x the coin bias. Dérivation here: https://www.edwardothorp.com/wp-content/uploads/2016/11/TheKellyCriterionAndTheStockMarket.pdf https://ww
by tdullien 2mo ago
Optimal bet size is 2x the coin bias. Dérivation here: https://www.edwardothorp.com/wp-content/uploads/2016/11/TheKellyCriterionAndTheStockMarket.pdf https://www.edwardothorp.com/wp-content/uploads/2016/11/TheK...