In real life trading games, let's suppose we're rolling two dice and trading on their sum, and I have a bankroll of $100. Let's suppose we wanted a 1-wide market on the sum, how should I size my bets? What if we changed it to a 10% wide market? How can we intuitively change our size using Kelly-inspired reasoning?

What about if we were taking 2 cards off the top of a deck and trading on their minimum versus 10 cards off the top and trading on their minimum? How would we size a 3-wide market then?



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