>This is a job for the Kelly Criterion. I'll guess that it takes a
>bankroll of tens of millions of dollars for the Kelly Criterion to be
>positive.
In an unusual display of overcoming laziness, I calculated the
bankroll at which the Kelly Criterion would show a break even long run
bankroll growth. Unless my spreadsheet didn't work right or unless I
made a mistake, it's roughly $250 million.
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Posted by: 007 <007@embarqmail.com>
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