I am long ES 2770.5. The order book is severely distorted, so I believe this is a very-short term bottom.
FundSeeder needs to revise their performance metrics by which they rank the trading accounts. In their leader-board, the #1 ranked account has a...
Infinite capitalization is not a requirement for Kelly criterion. You are probably referring to the concept of the "infinitely divisible capital",...
That would be size 0, as Ralph correctly pointed out. You have to re-think your objective criteria.
Okay, I read your paper, and now I understand why your inflection point of 0.196 is so low compared to my inflection point of 1.7 for the trade...
Okay, thanks. With accordance to my own risk-adjusted growth calculations, the position size should be about 8 times larger. I'll see what you...
Okay, let's take the inflection point for the 50 year horizon, which is 0.196. This means that you'd size each trade at 19.6% of the account size,...
Thanks, Ralph. I'll take a look at your papers.
Okay, and what would you use as an alternative then? Let's make it a case study. Here is a trading system S with the following trade return...
I did a google search, too. Here is what I found out: "pow": the exclamation made to refer to the powerful thrusting action during sexual...
Okay, that's something entirely different from the Kelly criterion then.
This is not quite right. The upper bound for f is not 1, but infinity. Here is a simple illustration. Let's say we have a trading system with a...
I believe you'd be way off the mark in many cases with that over-simplified approach to Kelly. Consider a trading system which gives you a 90%...
It's not that complicated, really. It comes down to this: to figure out your optimal position size, find the leverage that maximizes the sum of...
1. IB requires a minimum of $10K to open an account, so if you have only $500, IB is not for you yet. 2. There are intraday margins and overnight...
There are three verbs in the posed question, which consists of six words. This type of grammatical structure is too exotic for me to understand.
That's nothing. I once offered my kidney to a voluptuous Czech girl in exchange for sex, and she said, "No, thanks, I am a vegetarian".
Don't you get it? No one is interested in talking about KOSS. And it's not because the crowd is getting dumber, but because you are out of sync...
Dude, you sound bitter. Feel free to think that the horse carriage was better than Tesla, and that the missionary position was better than the...
The price of a security is determined by demand and supply. Order flow is a way to quantify the direction and the magnitude of the changes in the...
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