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March 8, 2016 by Corvin Codirla 3 Comments

Kelly – What Is It and How to Use It

Kelly – What Is It and How to Use It

Kelly betting is an optimal approach to allocating capital to your system. In this article I want to show you how to apply this approach to your trading, and more importantly what kind of interesting questions you can answer using the ideas behind Kelly betting, in particular: “How long does it take to double my […]

Filed Under: Money Management Tagged With: EURUSD, Kelly, Sharpe Ratio, SP500, Trading Systems

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