PainStaking.kelly
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kelly
, go back to PainStaking module for more information.
Specs
kelly([edge()], staking_options()) :: {:ok, [tagged_number()]} | {:error, String.t()}
How much to stake on advantage situations based on the Kelly Criterion
The output list may be in a different order or have fewer elements than the input list.
Mutually exclusive bets are staked as if they were not simultaneous. This leads to over-betting. The difference is negligible on small sets of wagers.