Top Traders Unplugged cover image

SI199: Achieving Highest CAGR through Optimal Leverage ft. Rob Carver

Top Traders Unplugged

00:00

The Kelly Criteria for Gaussian Normal Returns

The compound that annual growth rate, the geometric return is an interesting statistic. It's not fixed with leverage like sharp ratio or drawdown. It actually has a nonlinear relationship with leverage. The high your sharp ratio is assuming Gaussian normal returns, the higher this leverage factor can be and therefore the more money that you will make.

Transcript
Play full episode

The AI-powered Podcast Player

Save insights by tapping your headphones, chat with episodes, discover the best highlights - and more!
App store bannerPlay store banner
Get the app