Forum: Psychology and Money Management
February 22nd, 2014, 03:25 PM
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Replies: 147
Views: 97,682
Fat Tails ,
I agree with your calculation,...
Fat Tails ,
I agree with your calculation, and have modified my above message:
https://nexusfi.com/attachment.php?attachmentid=138225
I think that it was a kind of transcription error in my...
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Forum: Psychology and Money Management
February 22nd, 2014, 03:40 AM
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Replies: 147
Views: 97,682
Hi Fat Tails ,
I obviously agree that,...
Hi Fat Tails ,
I obviously agree that, for a given ruin level (a) and a given Kelly factor (k < 1), the probability (p) to reach the target (b) before being ruined decreases when the target...
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Forum: Psychology and Money Management
February 21st, 2014, 11:06 AM
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Replies: 147
Views: 97,682
Hi (and especially Fat Tails :) ),
First,...
Hi (and especially Fat Tails :) ),
First, thanks a lot for this very interesting thread.
Even if I agree that Monte Carlo is a better approach, I wanted to play with the first formula:...
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