Best Thread Position Sizing & Compounding: the Keys to the Magic Kingdom !

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Joey25

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Thanks MrGecko.

I was unsure of whether a binary outcome was required to use the Kelly formula. I'll calculate it and hopefully the results will be in line with the sim result.
 

Joey25

Established member
872 236
I think the "half" bit MrGecko refers to is important for another reason - when I tried a spreadbet the other day (S&P 500 Daily) it went 1.4 through my stop!

Bloody criminal, but also dangerous in that the slippage can become huge (as a proportion of your risk) the tighter the stop you use.
 
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