Kelly Criterion For Position Sizing Credit Spreads
Stock Market Options Trading
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Introduction
The kelly criter on is a formula that is meant to maximize account growth using the optimum position size. The goal here is to determine how many contracts to be trading to keep our risk in check, but at the same time grow our account with a particular strategy. This episode is an extension of the previous episode on r multiple. We're gong to talk about strike selection and trade management as part of a potential trading strategy.
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