提上來請教三心老師 有關您昨晚的帖，大謝！

 

在這個貼裏 https://bbs.wenxuecity.com/tzlc/2072672.html

 

 

您所說的這部分是如何計算出來的（見紅色字體）

 

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