Ignoring transaction costs

  1. Kelly Criterion Gotchas (Hidden Dangers)
  2. Kelly Criterion: Full Vs Fractional Kelly (Compared)
  3. Mean Variance Optimization Gotchas (Hidden Dangers)
  4. Negative Expectancy Gotchas (Hidden Dangers)
  5. Payoff Ratio Gotchas (Hidden Dangers)
  6. Sortino Ratio Gotchas (Hidden Dangers)
  7. Win Rate Gotchas (Hidden Dangers)