f* = (bp - q) / b
40% win rate + 1:3 R:R = 20% Kelly. Half-Kelly safer at 10%.
Free Kelly calculator: https://blog.quant-view.xyz/tools/kelly-calculator.html
All 16 tools: https://blog.quant-view.xyz/tools/
GFIL
Posted on
Kelly Criterion - Mathematical Position Sizing for Traders
For further actions, you may consider blocking this person and/or reporting abuse
Top comments (0)