notices - See details
Notices
A
Antonio (not verified)
4th October 2020 | 9:40pm

Thank you for the article Alon.

I'd like to double check my numbers with you to make sure I understand properly.

My system has a winning rate of 79%.
The average win is 3%.
Average loss 0.8%

=(0.79/0.008-(1-0.79)/0.03)

The Kelly % according to your adjusted formula is 9175%.

This doesn't make much sense to me. Am I making a mistake?