多空勝率95%，你至少比西蒙斯厲害，億萬大神級別，凱利公式９３％的倉位,幾乎可以滿倉交易，

來源: noxyz 於 2023-04-25 02:39:40 [博客] [舊帖] [給我悄悄話] 本文已被閱讀：次

勝率95%,賺賠率３

Probability of Winning, $p$

Odds on wager,

b

Kelly Bet, $f^{*}$

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勝率95%,賺賠率1

Probability of Winning,

p

Odds on wager,

b

Kelly Bet,

f^{*}

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