04-29-2008, 10:23 PM
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#5 (permalink)
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Moderator
Join Date: 08-28-05
Location: Forest Hills, NY, Home of the Blitzkrieg Bop
Posts: 4,587
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Quote:
Originally Posted by Justin7
The idea of Kelly betting is to maximize the derivative of the expected natural log of your bankroll
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FYP
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