You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7 Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Good video Nedl - Have you ever done a video on the Kelly Criterion position sizing method? If not, it would be good if you did a video on. Kelly is interesting but implementing it is challenging and It would be nice to see a simple method in excel. I have also seen Kelly formulas used with VaR as a means to limit drawdown risks which Kelly is known to have large drawdowns.
You can find the spreadsheets for this video and some additional materials here: drive.google.com/drive/folders/1sP40IW0p0w5IETCgo464uhDFfdyR6rh7
Please consider supporting NEDL on Patreon: www.patreon.com/NEDLeducation
Good video Nedl - Have you ever done a video on the Kelly Criterion position sizing method? If not, it would be good if you did a video on. Kelly is interesting but implementing it is challenging and It would be nice to see a simple method in excel. I have also seen Kelly formulas used with VaR as a means to limit drawdown risks which Kelly is known to have large drawdowns.