Hi all,
I coded a very simple betting game called "Mr. Kelly" -- it's a demonstration of the effectiveness of the Kelly criterion for deciding how much to invest during a series of bets, which applies to forex and many other markets under simplifying conditions. You can find the file as an attachment below. Please let me know what you think about it!
I coded a very simple betting game called "Mr. Kelly" -- it's a demonstration of the effectiveness of the Kelly criterion for deciding how much to invest during a series of bets, which applies to forex and many other markets under simplifying conditions. You can find the file as an attachment below. Please let me know what you think about it!
Attached File(s)
mrKelly.zip
7 KB
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416 downloads