Kelly Betting Discussion

post by Raemon · 2021-03-12T00:10:49.701Z · ? · GW · 1 comments

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This Sunday join an informal discussion with Abram Demski, Lsuser, SimonM and Bunthut on the subject of Kelly Betting.

The Kelly Criterion is a formula for bet-sizing that leads (almost) surely to higher wealth compared to any other strategy in the long run.

Last month, on LessWrong, we had a number of posts exploring the concept of Kelly Betting. It seemed useful to have a live conversation where people could dig deeper into the concept, and discuss their open questions.

We'll be meeting in the Walled Garden at noon PM this Sunday:

https://www.lesswrong.com/walledGardenPortal/?code=6AdT&event=kelly-betting [? · GW]

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