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
