Ab sofort könnt Ihr mit unserem ITM-Tool Euer optimales Bankroll Management in Abhängigkeit Eures ITM-Wertes bestimmen. Das Tool greift hierbei auf das so genannte Kelly Kriterium zurück.

Kelly criterion
From Wikipedia, the free encyclopedia

In probability theory, the Kelly criterion, or Kelly strategy or Kelly formula, or Kelly bet, is a formula used to determine the optimal size of a series of bets. In most gambling scenarios, and some investing scenarios under some simplifying assumptions, the Kelly strategy will do better than any essentially different strategy in the long run. It was described by J. L. Kelly, Jr, in a 1956 issue of the Bell System Technical Journal.[1] Edward O. Thorp demonstrated the practical use of the formula in a 1961 address to the American Mathematical Society[2] and later in his books Beat the Dealer[3] (for gambling) and Beat the Market[4] (with Sheen Kassouf, for investing).