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SBF
@SBF_FTX
Replying to
@tbr90
and
@brttb
So I agree that kelly is best in its class at *median* outcome but it's obviously not at *mean*. Why is median what you're maximizing for?
Brett
@brttb
Replying to
@SBF_FTX
@SBF_Alameda
and
@tbr90
This is kind of my point. Odds of 10-20:1 are not uncommon in crypto, but it feels like the magnitude of this skews the subjective modelling of win rate. After seeing a YFI you can’t unsee it.
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