Kelly Criterion For Position Sizing Credit Spreads

Kelly Criterion For Position Sizing Credit Spreads

In this episode, I cover my interpretation of the Kelly Criterion to help determine the optimum position size for a credit spread strategy. We'll talk through the basic idea as well as the four factors or variables you need to calculate the Kelly Criterion. This episode will give an example for applying it to a credit spread strategy but the Kelly Criterion can also be used for other strategies too.

Free SPY Call Buying Strategy Course:

https://www.stockmarketoptionstrading.net/all-courses

Great YouTube Video on the Kelly Criterion:

https://youtu.be/THYLv5_0Vm8

Books Mentioned:

Fortune's Formula: The Untold Story of the Scientific Betting System That Beat the Casinos and Wall Street by William Poundstone

The Man Who Solved the Market: How Jim Simons Launched The Quant Revolution by Gregory Zuckerman

Credit Spread Strategy Mentioned:

https://www.patreon.com/posts/62651192





Jaksot(177)

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