How many of you actually use the Kelly Criterion to size your bets? Do you use a full Kelly, a 1/2 Kelly, or 1/4 Kelly.
Or what do you do to handle your bet sizing?
Kelly Criterion, do you use it?
byu/LibrarySpiritual5371 inoptions
Posted by LibrarySpiritual5371
1 Comment
No because it’s very difficult to accurately estimate your expected chances of profit in an option contract (Not delta).