Risk of ruin for kelly - Psychology and Money Management | futures.io
futures.io futures trading

Go Back   futures.io

> Futures Trading, News, Charts and Platforms > Psychology and Money Management

Risk of ruin for kelly
Started:September 8th, 2012 (05:54 AM) by rosariod Views / Replies:1,300 / 3
Last Reply:September 8th, 2012 (10:55 AM) Attachments:0

Welcome to futures.io.

Welcome, Guest!

This forum was established to help traders (especially futures traders) by openly sharing indicators, strategies, methods, trading journals and discussing the psychology of trading.

We are fundamentally different than most other trading forums:
  • We work extremely hard to keep things positive on our forums.
  • We do not tolerate rude behavior, trolling, or vendor advertising in posts.
  • We firmly believe in openness and encourage sharing. The holy grail is within you, it is not something tangible you can download.
  • We expect our members to participate and become a part of the community. Help yourself by helping others.

You'll need to register in order to view the content of the threads and start contributing to our community. It's free and simple, and we will never resell your private information.

-- Big Mike

Closed Thread
Thread Tools Search this Thread

Risk of ruin for kelly

Old September 8th, 2012, 05:54 AM   #1 (permalink)
Trading Apprentice
Roma Italia
Futures Experience: Beginner
Platform: Sierra
Favorite Futures: stocks
Posts: 4 since Sep 2012
Thanks: 1 given, 4 received

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


Old September 8th, 2012, 05:54 AM   #2 (permalink)
Quick Summary
Quick Summary Post

Quick Summary is created and edited by users like you... Add FAQ's, Links and other Relevant Information by clicking the edit button in the lower right hand corner of this message.


Old September 8th, 2012, 07:49 AM   #3 (permalink)
Elite Member
Berlin, Europe
Futures Experience: Advanced
Platform: NinjaTrader, MultiCharts
Broker/Data: Interactive Brokers
Favorite Futures: Keyboard
Fat Tails's Avatar
Posts: 9,524 since Mar 2010
Thanks: 4,213 given, 24,784 received

This is a duplicate thread, please see here:


The following user says Thank You to Fat Tails for this post:

Old September 8th, 2012, 10:55 AM   #4 (permalink)
Administrator: Retired Backtester
 Vendor: speedytradingservers.com 
Rennes France
Futures Experience: Advanced
Platform: NinjaTrader
Broker/Data: IB/Kinetick
Favorite Futures: Futures
sam028's Avatar
Posts: 3,183 since Jun 2009
Thanks: 3,427 given, 3,725 received

Moderator Note
Duplicate thread, please post in the existing one.


Usually in trading, those who know don't talk, and those who talk don't know. (Al Brooks)
success requires no deodorant! (Sun Tzu)

Closed Thread

futures.io > Futures Trading, News, Charts and Platforms > Psychology and Money Management > Risk of ruin for kelly

Thread Tools Search this Thread
Search this Thread:

Advanced Search

Upcoming Webinars and Events (4:30PM ET unless noted)

Corey Rosenbloom: Tips, Tactics, and Real Trades: Trading Intraday Trend Reversals

Elite only

An Afternoon with FIO trader bobwest

Elite only

NinjaTrader 8: Programming Profitable Trading Edges w/Scott Hodson

Elite only

Anthony Drager: Executing on Intermarket Correlations & Order Flow, Part 2

Elite only

Adam Grimes: Five critically important keys to professional trading

Elite only

Machine Learning Concepts w/FIO member NJAMC

Elite only

MarketDelta Cloud Platform: Announcing new mobile features

Dec 1

NinjaTrader 8: Features and Enhancements

Dec 6

Similar Threads
Thread Thread Starter Forum Replies Last Post
Risk of Ruin Big Mike Psychology and Money Management 124 August 18th, 2016 10:23 AM
Roy Kelly's Trend Pro Sam7768 Vendors and Product Reviews 15 May 21st, 2016 02:45 PM
Roy Kelly pchofard The Elite Circle 25 June 8th, 2015 05:29 PM
For NY farmers, fracking means salvation _ or ruin kbit News and Current Events 0 May 20th, 2012 02:51 PM
CS Global Risk Appetite Signals Risk-Off As Sentiment Stays In 'Panic' Mode Quick Summary News and Current Events 0 December 22nd, 2011 05:40 AM

All times are GMT -4. The time now is 05:42 PM.

Copyright © 2016 by futures.io. All information is for educational use only and is not investment advice.
There is a substantial risk of loss in trading commodity futures, stocks, options and foreign exchange products. Past performance is not indicative of future results.
no new posts

Page generated 2016-10-20 in 0.07 seconds with 19 queries on phoenix via your IP