Beware of Excessive Leverage — Introduction to Kelly and Optimal F

Most investors focus solely on the profitability of their investment strategy. And, even though having a profitable strategy is important, it is not everything. There are still numerous other things to consider. One of them is the size of the investment. The investment size can increase or decrease the profitability of a strategy, so it is essential to choose it right. The following article is our introduction to Kelly and Optimal F methodologies, that underlies our upcoming Quantpedia Pro report.

https://quantpedia.com/beware-of-excessive-leverage-introduction-to-kelly-and-optimal-f/