Kelly Bet Adv 1.0

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The Kelly Strategy is a method to maximize the long-term rate of return on a series of investments or bets. The present application uses a more robust algorithm to minimize risk by minimizing the volatility of the investment series. Please see https://sites.google.com/site/apoyosoft/kelly-bet-basic/the-kelly-strategy-tutorial for more information.

VERSION HISTORY

  • Version 1.0 posted on 2011-04-27

Program Details