The Skinny On Options Math - April 14, 2021 - The Kelly Criterion

published 1 month ago by tastytrade, Inc.

After identifying an attractive trading opportunity, the question of how much capital to allocate to it is crucial for a trader.  Today, Jacob joins Tom and Tony to discuss the Kelly Criterion, which gives a mathematically optimal answer to this question in idealized circumstances, and how we can look to apply it in real world situations.

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