Forum: Psychology and Money Management
September 9th, 2012, 09:48 AM
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Replies: 147
Views: 95,459
First of all thanks for your help and for your...
First of all thanks for your help and for your time.
For sure a Monte Carlo Analysis is a good approach to determine the probability of reaching a fraction/multiple of your initial bankroll and...
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Forum: Psychology and Money Management
September 9th, 2012, 07:46 AM
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Replies: 147
Views: 95,459
I’ve got a trading system with the following...
I’ve got a trading system with the following information:
p is the probability of winning a trade
q =1-p is the probability of losing a trade
b is the average amount of winning trade
a is the...
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Forum: Psychology and Money Management
September 8th, 2012, 10:05 AM
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Replies: 147
Views: 95,459
I am new on the forum so hello to everyone.
I...
I am new on the forum so hello to everyone.
I am looking for the formula of the Risk of ruin for Kelly for a fixed number of events.
If I have a trade system and I apply to it the formula of Kelly...
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Forum: Psychology and Money Management
September 8th, 2012, 05:54 AM
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Replies: 3
Views: 2,506
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...
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