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Trying to dream up worst case scenarios for Kelly.

Low RoI: set edge at 1 to 5%
Wild error range: -15 to +11%
Aggressive Kelly: 0.5

Others: 1000 plays, 1% flat, line -500 to +500


That's...

Your choice of what %roll to flatbet is just as subjective.

At least Kelly stakesizing is based on something.

Appreciated guys, very impressive. I was going to give it a crack tomorrow, but usually my attempts at programming/scripting result in things so unoptimized you need a supercomputer just to run them.

That would be great, I was running these big sims a few times.

Might be interesting to automate multiple runs instead, to explore variance in bankroll growth over a more realistic number of plays...