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elemolotiv

Apparently, this user prefers to keep an air of mystery about them.

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Top Posts (8) All Questions Answers | Votes Newest

6 Why does Kelly maximise $E[\log\space G]$ rather than simply $E[G]$? Jan 7
3 Kelly criterion for normally distributed returns Jan 4
1 What is the Probability Distribution of Max-Drawdown? Sep 25 '18
0 How to determine the optimal start capital for a strategy? Jan 1
0 FOREX: why does SPREAD peak at 22:00 gmt Feb 28 '18
0 What do you optimize for? Sharpe ratio, profit factor, profit/drawdown, etc Apr 22 '18
0 Do you optimise models on boostrapped time series? Jan 17
0 Kelly criterion for normally distributed returns Jan 5

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