Quote:
Originally Posted by milligan
A couple of things. Is this sort of thing difficult to program into a spreadsheet. I already have one with the required data in it. This could be some additioonal columns to this sheet therefore keeping everything together and minimizing double handling.
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It should be a straightforward task in Visual Basic.
Quote:
Originally Posted by milligan
Also, if I wanted to use a proportion of the full kelly can I just multiple the result % by that fraction or are the results not linear???
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The results are definitely nonlinear. However, for fairly small edges (relative to odds) it should be a workable approximation.
I haven't figured out the closed-form solution to mutually exclusive outcome partial-Kelly, but it's probably not that difficult.