Analyzing market trends

  1. Expected Value: Kelly Criterion Vs Mean Variance (Deciphered)
  2. Full Kelly Gotchas (Hidden Dangers)
  3. Market Timing Gotchas (Hidden Dangers)
  4. Return on Investment Gotchas (Hidden Dangers)
  5. Risk Reward Ratio Gotchas (Hidden Dangers)
  6. Volatility Scaling Gotchas (Hidden Dangers)