Discovered some hidden errors in the spreadsheets. Again. Will this ever end? I hope so. But the main part (exits) is working fine. Balancing risk with performance is a tricky task. Still not where it should be, but I will get there. Kelly is very aggressive. Looks unrealistic with the data available. Pushing 10% of suggested figure for now. Hmmm, this thread is looking like a journal. A lonely journal, lol. Useless? Maybe. Some errors are not corrected yet (e.g. Payoff looks wrong to me). I am trying to figure out how to fix it.
Attached File(s)
Toolbox.xlsx
209 KB
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345 downloads
Monte Carlo Simulation.xlsx
25 KB
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378 downloads