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Etheryte
on June 9, 2021
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Kelly Criterion – how to calculate optimal bet siz...
Some estimates end up being negative, is that intentional? E.g AAPL.
epapsiou
on June 10, 2021
[–]
Yes that happens when vol skew are a certain shape. I think better use this link. Gives a better understanding of what is happening
https://wiki.oracled.com/
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