http://www.goodevalue.com/2007/07/the-kelly-criterion/ It may be cheap, but is it a Goode value? Sun, 16 Oct 2011 22:06:46 -0400 http://wordpress.org/?v=2.8 hourly 1 http://www.goodevalue.com/2007/07/the-kelly-criterion/comment-page-1/#comment-1510 Michael Goode Wed, 19 May 2010 18:47:42 +0000 http://www.goodevalue.com/2007/07/19/the-kelly-criterion/#comment-1510 Thanks for the link Ralph ... I'll take a look at it. Thanks for the link Ralph … I’ll take a look at it.

]]> http://www.goodevalue.com/2007/07/the-kelly-criterion/comment-page-1/#comment-1509 Ralph Vince Wed, 19 May 2010 18:43:24 +0000 http://www.goodevalue.com/2007/07/19/the-kelly-criterion/#comment-1509 The Kelly Criterion, I believe, is not applicable to investing in the markets except in a special case. I have witnessed people, thinking it is something other than it is, use it incorrectly to their peril. See: http://www.parametricplanet.com/rvince/optfnkelly.pdf The Kelly Criterion, I believe, is not applicable to investing in the markets except in a special case. I have witnessed people, thinking it is something other than it is, use it incorrectly to their peril. See: http://www.parametricplanet.com/rvince/optfnkelly.pdf

]]> http://www.goodevalue.com/2007/07/the-kelly-criterion/comment-page-1/#comment-1245 Use the Kelly Criterion to determine position size « Reaper Trades Mon, 27 Jul 2009 14:53:15 +0000 http://www.goodevalue.com/2007/07/19/the-kelly-criterion/#comment-1245 [...] is a classic trading post from my non-trading blog, [...] [...] is a classic trading post from my non-trading blog, [...]

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