有多少人投資股票是按照 凱利公式 比例投 - 股票

By Mia
at 2020-09-18T00:06
at 2020-09-18T00:06
Table of Contents
凱利公式是每個投資股票的人 都該知道的公式
pb - (1-p)
f = -------------
b
其中 假設你投入 1 元進場
p 是你平均每次進場賺錢的機率 (把1元分批的話 所有進場加總 只算一次)
b 是你平均每次進場賺得的報酬
則可算出 f 你每次進場所能投入的最高比例
只要維持每次進場都遵守 f 的比例,則永遠不會有賠光的一天
舉例來說,如果你每次進場有 70% 勝率,而可賺 50% 的報酬
則 p = 70%, b=0.5
0.7*0.5 - (1-0.7)
f = ----------------- = 10% => 表示你的水準在每次進場標的,只能拿 10% 資金
0.5
再舉例來說,如果你每次進場有 50% 勝率,而可賺 150% 的報酬
則 p = 50%, b=1.5
0.5*1.5 - (1-0.5)
f = ----------------- = 16.7% => 表示你的水準在每次進場標的,只能拿 16.7% 資金
1.5
看起來兩個例子,前提假設明明都水準不錯,但限制能投入的資金都很低啊
想問大家有多少人是按照凱利公式在進場的?
--
[李永樂] 凱利公式是啥?
https://youtu.be/v2JGTi5lhY4?t=0
--
pb - (1-p)
f = -------------
b
其中 假設你投入 1 元進場
p 是你平均每次進場賺錢的機率 (把1元分批的話 所有進場加總 只算一次)
b 是你平均每次進場賺得的報酬
則可算出 f 你每次進場所能投入的最高比例
只要維持每次進場都遵守 f 的比例,則永遠不會有賠光的一天
舉例來說,如果你每次進場有 70% 勝率,而可賺 50% 的報酬
則 p = 70%, b=0.5
0.7*0.5 - (1-0.7)
f = ----------------- = 10% => 表示你的水準在每次進場標的,只能拿 10% 資金
0.5
再舉例來說,如果你每次進場有 50% 勝率,而可賺 150% 的報酬
則 p = 50%, b=1.5
0.5*1.5 - (1-0.5)
f = ----------------- = 16.7% => 表示你的水準在每次進場標的,只能拿 16.7% 資金
1.5
看起來兩個例子,前提假設明明都水準不錯,但限制能投入的資金都很低啊
想問大家有多少人是按照凱利公式在進場的?
--
[李永樂] 凱利公式是啥?
https://youtu.be/v2JGTi5lhY4?t=0
--
Tags:
股票
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