18–21 Apr 2024
WFAIS UJ
Europe/Zurich timezone

Exploring the Kelly Criterion

21 Apr 2024, 13:00
20m
WFAIS UJ

WFAIS UJ

Faculty of Physics, Astronomy and Applied Computer Science, prof. St. Łojasiewicza 11, Kraków
Talk

Speaker

Mateusz Gappa

Description

Kelly Criterion, helps answer a crucial question: how do we decide the right amount of money to invest to maximize our profits? By looking closely at different angles of this issue, I'll point out where its assumptions might fall short in real-world financial situations. I'll also talk about the risks involved and the temptation to blindly trust this formula. Plus, I'll stress the importance of adapting to market changes and competitive pressures when using the Kelly Criterion.

Field Mathematics
Length Short 15 min

Author

Mateusz Gappa

Presentation materials

There are no materials yet.