Kelly and risk-question.
Who much risk have the half kelly 1/2 and the 1/4 ?
Who much risk have the half kelly 1/2 and the 1/4 ?
1/2 Kelly has 1.83% RoR and 1/4 has 0.03%.
The money that we earn we re-envesting them in the 1/4 or in the tottal ?
If your perfect Kelly bet calls for a $100 bet in a given game, betting 1/4 Kelly means you`ll bet $25 instead of $100.
