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Risk of ruin for kelly
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Risk of ruin for kelly

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Trading Apprentice
Roma Italia
 
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Posts: 4 since Sep 2012
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Risk of ruin for kelly

I am new on the forum so hello to everyone.
I am looking for the formula of the Risk of ruin for Kelly.
If I have a trade system and I apply to it the formula of Kelly (f) n-times how much is the probability to reach X fraction on the bankroll?
If I have a different trade system not correlated with first and I apply Kelly (g) m-times with the same bankroll how much is the probability to reach X fraction on the bankroll with the 2 system applied together?
Thanks for the help
Rosario from Italy

 
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  #3 (permalink)
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This is a duplicate thread, please see here:

https://futures.io/psychology-money-management/15602-risk-ruin.html

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