谢谢科普，不过我算了一下，你的计算好像不够精确：

你用的Kelly Criterion 是个简化版本。公示应该是

Kelly's Criterion is used to determine the optimal fraction of your capital to bet in order to maximize long-term growth. The formula is:

x=p/a−q/b?

Where:

• x is the fraction of your capital to bet (as a percentage),

• p is the probability of winning (in your case, 60% or 0.6),

• q is the probability of losing (40% or 0.4),

• b is the payout rate (here, 65/415 ≈ 0.157),

• a is the loss rate per bet (here, 20/415=0.048).

Plugging in the numbers:

$$=9.952$$

So, according to Kelly’s Criterion, the optimal bet size is approximately 995.2% of your bankroll.

 

也就是说你需要借更多的钱来投资，或者用杠杆。