kelly_criterion: The Kelly criterion
In HCelion/RKelly: Translate Odds and Probabilities
Description
Usage
Arguments
Value
Examples
Description
The Kelly criterion
Usage
1
kelly_criterion(p, alpha_w, alpha_l)
Arguments
p
The objective probability of the event
alpha_w
The return multiplier in case of the event happening
alpha_l
The return multiplier in case of the even not happening
Value
The Kelly optimised fraction that should be bet
Examples
1
kelly_criterion(0.5,1,1)
HCelion/RKelly documentation built on June 1, 2019, 4:57 a.m.
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Description Usage Arguments Value Examples
Description
The Kelly criterion
Usage
1 | kelly_criterion(p, alpha_w, alpha_l)
|
Arguments
p |
The objective probability of the event |
alpha_w |
The return multiplier in case of the event happening |
alpha_l |
The return multiplier in case of the even not happening |
Value
The Kelly optimised fraction that should be bet
Examples
1 | kelly_criterion(0.5,1,1)
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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