Tag: kelly
Interview Questions
- The Kelly fraction for uneven odds
- Optimal leverage for a return stream
- How deep are Kelly drawdowns?
- Why not just maximize expected wealth?
- Why professionals bet fractional Kelly
- Half-Kelly gives up little growth for much less risk
- Kelly across many independent bets
- Kelly for a continuous edge, f = μ/σ²
- Kelly from your hit rate and win/loss ratio
- Kelly on a 3-to-1 long shot
- Kelly when a loss only costs part of the stake
- Continuous Kelly, sizing a strategy by its Sharpe
- Kelly on a mispriced prediction-market contract
- Kelly sizing when the payout isn't even money
- Kelly sizing a fair coin at 2-to-1 odds
- Kelly allocation to a volatile asset
- Continuous Kelly, leverage from a Sharpe ratio
- Kelly growth rate and doubling time on a 70/30 coin
- Kelly sizing a 60/40 coin at even money
- How correlation shrinks your Kelly sizes
- Bet double Kelly and your growth vanishes
- A positive-EV lottery you'd barely touch
- How much of the book on a 55/45 coin?
- From edge to bet size with Kelly