Kelly Criterion - Page 2

Jakew · #11 (**permalink**) 10-23-2007, 05:10 AM

...you divide your method's Kelly fraction by the number of markets you trade, so if your method's Kelly is say 20% and you trade 10 markets with that method - you allocate 2% risk per position = per market

Reaver · #12 (**permalink**) 10-23-2007, 01:18 PM

Cool Jakew, thanks.

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