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SFSecurity

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Re: karw post# 38095

Sunday, 09/07/2014 3:51:06 PM

Sunday, September 07, 2014 3:51:06 PM

Post# of 47106
So, how does one implement a Kelly weighted portfolio?

I confess the math of the Wikipedia article is mostly beyond me as calculus was many years ago and I wasn't all that good at it then. Beyond calculus is totally terra incognito.

Best,

Allen
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