Re:Kelly Criterion (2007)
by miketery on Monday November 19, 2018 @04:48AM
(#18485194)
In such cases what are models that are more effective?
[ Parent
| on HN ]
Re:Kelly Criterion (2007)
by soVeryTired on Monday November 19, 2018 @05:05AM
(#18485268)
I don't know of anything that's guaranteed to be effective out of the box. But as a rule, simpler is better. Any assumptions should be picked apart with a fine-tooth comb and tested for robustness. But in the end, there's not a whole lot that you can do: just cross your fingers and hope.
You could probably model something that uses sampled variance less aggressively