提上来请教三心老师 有关您昨晚的帖，大谢！

 

在这个贴里 https://bbs.wenxuecity.com/tzlc/2072672.html

 

 

您所说的这部分是如何计算出来的（见红色字体）

 

Just to throw some hypethetical numbers here, we could say

 

for #1, the probability is 60% and target is 480 (this is the price before Taiff was annouced).

 

For #2, we could say the probability is 40% and stop loss is 395 (this is the low on 4/7 and if we break here, market will go much lower)

 

In this hypothetical scenario, your winning probablity is 60%, losing probaiity is 40%, your win/loss ratio is 65/20 = 3.25

 

So, with Kelly formular, you would allocate 60%-(40%/3.25) = 47% of the $100K to buy QQQ at 415