Half Kelly
============
secara matematik jadi
HK = K/2 = (pB-q)/2B
Diversity then use Kelly Formula
================================
c = C/n ; pecah Capital asal kepada n bahagian sama rata
b1=c1r; bet 1 dikira dgn cara capital-1 x peratus risiko r
K1 = (p1*b1-q1)/b1
dan guna cara gini untuk setiap pecahan yang lain.
Subscribe to:
Post Comments (Atom)
No comments:
Post a Comment