Recent Content by espresso

  1. Kelly Criterion question for kut2k2 and anybody who is interested in it

    Well said GAT. I think I will keep using very conservative allocation. :)
    Post by: espresso, Nov 2, 2016 in forum: Risk Management

  2. Kelly Criterion question for kut2k2 and anybody who is interested in it

    Never mind, aex. I found Kelly approximations (#2.1, #2.2, #3, #4) works most time. But I'm perfectly OK with optimal ratio that's based on...
    Post by: espresso, Oct 31, 2016 in forum: Risk Management

  3. Kelly Criterion question for kut2k2 and anybody who is interested in it

    Let's simply assume the trading stats given here is reasonable and reliable. :) In fact, It's a live, leveraged account, mainly for currencies,...
    Post by: espresso, Oct 31, 2016 in forum: Risk Management

  4. Kelly Criterion question for kut2k2 and anybody who is interested in it

    (Continued) >>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>>> #4 >>>>>>>>> (New Kelly Formula by kut2k2)...
    Post by: espresso, Oct 28, 2016 in forum: Risk Management

  5. Kelly Criterion question for kut2k2 and anybody who is interested in it

    These are true stats for one instrument traded in one month, and these stats remain pretty similar for each month for past two years. However, the...
    Post by: espresso, Oct 28, 2016 in forum: Risk Management

  6. Kelly Criterion question for kut2k2 and anybody who is interested in it

    Hi kut2k2 and folks at ET First, thanks kut2k2 a lot for the great posts on Kelly Criterion (KC) in past years! I did the calculations based on...
    Thread by: espresso, Oct 27, 2016, 11 replies, in forum: Risk Management