so you're saying that if you don't happen to think that $10k is exactly the perfect investment then 100% is definitely the perfect size?
or something else?
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"Im saying once you violate a full Kelly optimal bet, you may as well do whatever you want bc you’re no long following wealth maximizing strategy "
imagine trying to tell that one to your risk management team :P
to be clear when you're doing this, what are you using for "your bankroll"? Does it include expected future earning power? Does it include intellectual property?