Kelly criterion
(military, US, historical) Acronym of Advanced Research Projects Agency (renamed to DARPA in 1972) / (navigation) Initialism of Automatic Radar Plotting Aid
(probability theory) A formula used to determine the optimal size of a series of bets in order to maximize the logarithm of wealth.
Resembling or characteristic of culture.
plural of kanaima
多くのクオンツトレーダーは、繰り返される取引でポジションサイズを決め、リスクを管理するためにケリー基準を用いています。
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