BR Brian Richardson (not verified) 11th February 2019 | 7:59am What happens if the loss is only 10%, all other parameters remain the same? You get an expected value of 8% but doesn't the Kelly% turn negative or have I miscalculated. If so what does it mean ? Reply
What happens if the loss is only 10%, all other parameters remain the same?
You get an expected value of 8% but doesn't the Kelly% turn negative or have I miscalculated. If so what does it mean ?