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A comment on Kelly Criterion – how to calculate optimal bet sizes. Parent comment

Re:Kelly Criterion – how to calculate optimal bet sizes by murbard2 on Thursday June 10, 2021 @06:10AM (#27458963)
At no point in time does Kelly give you more wealth with probability 1, and there is no reason to care about "more wealth with high probability", that's not even a transitive comparison function.
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Re:Kelly Criterion – how to calculate optimal bet sizes by concreteblock on Friday June 18, 2021 @09:24PM (#27556913)
> At no point in time does Kelly give you more wealth with probability 1,

Either you're claiming that the theorem I attempted to describe is false, or you're misunderstanding the theorem I am trying to describe.

I never wrote anything about 'high probability' either so I don't know why you introduced that notion.

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