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，

胜率95%,赚赔率３

Probability of Winning, $p$

Odds on wager, $b$

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Kelly Bet, $f^{\ast }$

 

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胜率95%,赚赔率1

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Probability of Winning, $p$

Odds on wager, $b$

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Kelly Bet, $f^{\ast }$

所有跟帖： 

• 只要不是光卖put，你就绝对是超级交易大师 -noxyz- ♂ (0 bytes) () 04/25/2023 postreply 03:29:35

• 牛市卖put的交易长期大概率赢利。结果大跌一下子就全完蛋 -noxyz- ♂ (46 bytes) () 04/25/2023 postreply 06:11:13