Hackernews posts about Kelly Criterion
Kelly Criterion is a mathematical formula used to determine the optimal bet size for a gambler or investor in order to maximize their expected value and minimize their risk.
- Kelly Criterion (en.wikipedia.org)
- The Kelly Criterion in Blackjack, Sports Betting, and the Stock Market [pdf] (www.eecs.harvard.edu)
- From a question to exploring the Kelly Criterion (farhadg.com)
- The "Just One More" Paradox – Kelly Criterion [video] (www.youtube.com)
- The Misunderstood Kelly Criterion (two-wrongs.com)
- The Kelly criterion: How to size bets (2019) (explore.paulbutler.org)
- Three-outcome Kelly criterion for p(win, loss, ruin) (matthewdowney.github.io)
- Kelly criterion and choice of expectations and utility function when bet sizing (qoppac.blogspot.com)
- The Misunderstood Kelly Criterion (two-wrongs.com)
- The Kelly criterion: How to size bets (2019) (explore.paulbutler.org)
- Binary Kelly Trainer: Ship Investor Game (two-wrongs.com)