About: Kelly Formula   Sponge Permalink

An Entity of Type : owl:Thing, within Data Space : 134.155.108.49:8890 associated with source dataset(s)

PercentW = winning percentage W = average size of winning trade L = average size of losing trade OptimumRiskPercent = PercentW - [ (1-PercentW) / (W/L) ]

AttributesValues
rdfs:label
  • Kelly Formula
rdfs:comment
  • PercentW = winning percentage W = average size of winning trade L = average size of losing trade OptimumRiskPercent = PercentW - [ (1-PercentW) / (W/L) ]
dcterms:subject
abstract
  • PercentW = winning percentage W = average size of winning trade L = average size of losing trade OptimumRiskPercent = PercentW - [ (1-PercentW) / (W/L) ]
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