kelly_binary: Kelly fraction for arbitrary binary (non-random) payoffs
In shill1729/KellyCriterion: Log-optimal stock allocation
Description
Usage
Arguments
Value
Description
The classical Kelly criterion formula for Bernoulli bets of arbitrary odds.
The formula is well known, i.e. on wikipedia.
Usage
1
kelly_binary(p, a, b)
Arguments
p
the probability of winning
a
the amount won on top of the wager
b
the wager lost
Value
numeric
shill1729/KellyCriterion documentation built on Oct. 12, 2020, 4:21 a.m.
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Description Usage Arguments Value
Description
The classical Kelly criterion formula for Bernoulli bets of arbitrary odds.
The formula is well known, i.e. on wikipedia.
Usage
1 | kelly_binary(p, a, b)
|
Arguments
p |
the probability of winning |
a |
the amount won on top of the wager |
b |
the wager lost |
Value
numeric
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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