凯利公式
- 网络Kelly criterion;The Kelly Formula;Kelly's Formula;KeIly Formula
凯利公式-
这是因为，在你发现有利的风险/回报机遇后，凯利公式会让你集中资金大笔投注，而资金集中就会带来波动。
That is because the Kelly formula will have you making large , concentrated bets when you find favourable risk / reward opportunities . And concentration brings volatility .
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像我这样对凯利公式进行一番研究，就可以显而易见，要获得最优投资组合回报，投资者必须心甘情愿地承受大量的波动。
By studying the Kelly formula , as I have , it becomes apparent that in order to get optimal portfolio returns , an investor has to be willing to endure a lot of volatility .