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delta bet

Delta Bet

Kelly criterion - Wikipedia ; In probability theory, the Kelly criterion (or Kelly strategy or Kelly bet), is a formula that determines the optimal theoretical size for a bet. It is valid when the expected returns are known. The Kelly bet size is found by maximizing the expected value of the logarithm of wealth, which is equivalent to maximizing the expected geometric growth rate. . It was described by J. L. Kelly Jr, a ...
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