can anyone guide us to apply optimal f / Kelly betting approach for money management IFTA 2015 Journal ?
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optimal f / Kelly betting approach for money management
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sumana.m, for an example how to get started developing in this area you could check into this post - http://www.ninjatrader.com/support/f...91&postcount=1BertrandNinjaTrader Customer Service
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hi
Originally posted by NinjaTrader_Bertrand View Postsumana.m, for an example how to get started developing in this area you could check into this post - http://www.ninjatrader.com/support/f...91&postcount=1
can u plz explain the documents' mathematical formulas in terms of algo ?
things are being a bit tricky for me to develop it from the core.
it is an evidence(if i am not wrong) that the code u shared is not the same.
(In the same journal many other strategy and observation is shared so positive expectancy may come from any of the possible strategy ?)
http://www.ifta.org/publications/journal/ IFTA2015
Last edited by sumana.m; 02-14-2015, 12:08 AM.
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