김 김홍우 (not verified) 18th April 2019 | 10:17pm Plugging in the values for our scenario: Kelly % = 60%/20% – (1 – 60%)/20% = 100%, which was Blue’s winning allocation. Your calculation is wrong. The correction is Kelly% = 60%/20%-(1-60%)/20%=20% Reply
Plugging in the values for our scenario: Kelly % = 60%/20% – (1 – 60%)/20% = 100%, which was Blue’s winning allocation.
Your calculation is wrong.
The correction is
Kelly% = 60%/20%-(1-60%)/20%=20%