SBF on Twitter: "@tbr90 @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?" / Twitter

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Yeah kelly implies really large bet sizes, also often it's too conservative (!!!)

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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?

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ya you have to include those still though kelly doesn't maximize mean

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