Forum: Psychology and Money Management
March 9th, 2013, 11:06 AM
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Replies: 29
Views: 16,267
This is correct. The common Kelly derivation...
This is correct. The common Kelly derivation maximizes log growth but says nothing of the drawdowns that you will experience. And if you in fact do assume the moments are constant in time and satisfy...
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Forum: Psychology and Money Management
January 23rd, 2013, 06:28 PM
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Replies: 29
Views: 16,267
Hahah.
I think Ernie did a good job for his...
Hahah.
I think Ernie did a good job for his choice of topic, the diversity of the audience and the content he had to cover. I loved his answers, didn't agree with parts but didn't want to...
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