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Apr 6

Using the Kelly Criterion for Trading Algorithms

So a little background… — So a little background… If you’ve ever played blackjack, you know that bet size is key. In blackjack, if you know both the current Running count and the True count, your odds for winning the hand are 52%. Theoretically, this should always result in profit in the long run provided you make the optimal…

Statistics

4 min read

Using the Kelly Criterion for Trading Algorithms
Using the Kelly Criterion for Trading Algorithms

Apr 6

4 Algotrading Trends in 2022

As the market for algotrading grows and developers gain experience, it will become more and more difficult to achieve the same level of… — As the market for algotrading grows and developers gain experience, it will become more and more difficult to achieve the same level of returns. As institutional investors and big brokerage houses compete innovate in the space and maintain the same levels of alpha, here are a few notable trends to…

Algotrading

7 min read

4 Algotrading Trends in 2022
4 Algotrading Trends in 2022
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