多空胜率95%，你至少比西蒙斯厉害，亿万大神级别，凯利公式９３％的仓位,几乎可以满仓交易，

来源: noxyz 于 2023-04-25 02:39:40 [博客] [旧帖] [给我悄悄话] 本文已被阅读：次

胜率95%,赚赔率３

Probability of Winning, $p$

Odds on wager,

b

Kelly Bet, $f^{*}$

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胜率95%,赚赔率1

Probability of Winning,

p

Odds on wager,

b

Kelly Bet,

f^{*}

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