Tien Le-Quang’s Reviews > Machine Learning for Algorithmic Trading: Predictive Models to Extract Signals from Market and Alternative Data for Systemic Trading Strategies with Python > Status Update
Tien Le-Quang
is on page 134 of 1530
Kelly criterion is not a bad idea. However, it requires accuarate probability values. Don’t overestimate these values.
— Sep 03, 2023 10:50PM
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