InvestorsHub Logo
Boards
News
Market Data
Markets
Discover
Discover
AI Subscribe Login/Register account icon
S&P 500
5,870.62
(
-1.32%
)
US TECH 100
19,880.00
(
-2.30%
)
Dow Jones
43,444.99
(
-0.70%
)
Brent Oil
71.25
(
0.00%
)
Bitcoin
90,569.24
(
-0.01%
)
Post# of 47386
Next 10
Reply Private New
Public Reply Private Reply New Post
Keep Last Read
Keep Next 10 Report Keyboard Shortcuts
Next 10 Prev Next

ls7550

Send PM Follow Ignore
Followers 16
Posts 2762
Boards Moderated 2
Alias Born 01/05/2004

ls7550

Re: karw post# 38095

Sunday, 09/07/2014 1:23:39 PM

Sunday, September 07, 2014 1:23:39 PM

Post# of 47386
Re Kelly weighted

I know of 3 different approaches to Index building:

1 - capital based
2 - equal weight
3 - Kelly weighted


Hi K

http://www.financialwisdomforum.org/gummy-stuff/kelly-ratio.htm (and a whole load of other mathematical/investing stuff archived at http://www.financialwisdomforum.org/gummy-stuff/gummy_stuff.htm )

Public Reply Private Reply New Post
Keep Last Read
Keep Last Read Next 10 Report Keyboard Shortcuts
Next 10 Prev Next
Join InvestorsHub

Join the InvestorsHub Community

Register for free to join our community of investors and share your ideas. You will also get access to streaming quotes, interactive charts, trades, portfolio, live options flow and more tools.

Sign Up