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，

勝率95%,賺賠率３

Probability of Winning, $p$

Odds on wager, $b$

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Kelly Bet, $f^{\ast }$

 

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勝率95%,賺賠率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： 

• 隻要不是光賣put，你就絕對是超級交易大師 -noxyz- ♂ (0 bytes) () 04/25/2023 postreply 03:29:35

• 牛市賣put的交易長期大概率贏利。結果大跌一下子就全完蛋 -noxyz- ♂ (46 bytes) () 04/25/2023 postreply 06:11:13