Rare card
Kelly criterion
- Value
- 50 W
- Attack
- 244
- Defence
- 195
- Players
- 0
In finance, the Kelly criterion (or Kelly strategy or Kelly bet) is a formula for risk allocation with the sizing a sequence of bets by maximizing the long-term expected value of the logarithm of wealth, which is equivalent to maximizing the long-term expected geometric growth rate.
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