optimalBinary: Simulate Kelly strategy for generalized coin toss
In shill1729/kellyfractions: Optimize log returns
optimalBinary R Documentation
Simulate Kelly strategy for generalized coin toss
Description
Simulating the generalized coin tossing gambling game.
Usage
optimalBinary(bankroll, p, a, b, trials = 100)
Arguments
bankroll
initial bankroll to bet with
p
probability of winning each trial
a
payout on winning toss on top of wager
b
wager lost on each trial on losing toss
trials
number of trials to simulate
Details
Start off with a given value of wealth and bet the Kelly fraction each round.
Value
vector
shill1729/kellyfractions documentation built on July 16, 2025, 6:21 p.m.
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| optimalBinary | R Documentation |
Simulate Kelly strategy for generalized coin toss
Description
Simulating the generalized coin tossing gambling game.
Usage
optimalBinary(bankroll, p, a, b, trials = 100)
Arguments
bankroll |
initial bankroll to bet with |
p |
probability of winning each trial |
a |
payout on winning toss on top of wager |
b |
wager lost on each trial on losing toss |
trials |
number of trials to simulate |
Details
Start off with a given value of wealth and bet the Kelly fraction each round.
Value
vector
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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