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Kelly Can't Fail

(win-vector.com)
389 points jmount | 2 comments | | HN request time: 0.414s | source
1. siavosh ◴[] No.42467280[source]
Can anyone comment on the universal portfolio article linked in the conclusion? Asking for a friend.
replies(1): >>42467465 #
2. robbomacrae ◴[] No.42467465[source]
It's a theory on how to optimally rebalance your investment portfolio every day.

Original paper by Thomas Cover: https://isl.stanford.edu/~cover/papers/paper93.pdf

A good breakdown with links to code examples by Andy Jones: https://andrewcharlesjones.github.io/journal/universal-portf...