@AltcoinSherpa Hard disagree. I’m a XMR og and Hypercall is more fundamentally sound from a technical/trading perspective just like XMR. ZEC is a scam.
Don’t naively apply kelly. All sizing should be risk adjusted and factor hedged so the model produces a predictable residual distribution.
Fractional kelly sizing is the last step after your risk modeling does the heavy lifting.
Refer to elements of quantitative investing chapters 9-10.
@journoverax @PolymarketTrade Can we get some opinions from actual quants?
Here we have a non quant critiquing a PE guy pretending to understand what quant is about for engagement.
A lot of quants will agree with this because discretionary changes to an algorithm are usually -EV.
It is widely known that PMs systematically take less risk than is optimal.
Yes you are battling with your own fears and it is preventing you from maximizing risk adjusted returns.
@quant_arb Good number good, me buy. Sometimes quants really overthink the simplest trades. It's as simple as left click buy, right click sell a 100 lot in SPUs.