Tuesday, August 08, 2006

Kelly's formulla for trade size


















Win Probability  

 

 Kelly value  

Win/Loss ratio  

 Math. expectation  



2 comments:

Ravi Pathak said...

If the applet doesnt work, you can check this link to calculate your tradesize

Ravi Pathak said...

The link is

http://hquotes.com/kelly.html

Thanks