Post
Topic
Board Service Announcements (Altcoins)
Re: Kelly Criterion
by
dooglus
on 18/06/2014, 19:12:06 UTC
One of the results of the Kelly Criterion which dooglus used is that for a bet with 1% house edge for even money bets only the optimal amount for the investors to bet is 1% of the house bank.

It should be noted that the Kelly Criterion changes for different payouts. For instance if the player selects a profit of 50%, Kelly Criterion says he should be allowed to bet up to 2% of the bankroll. Presumably dooglus thought that would complicate the rules and he assumed that the majority bets would be 1:1 return.

I'm pretty sure it applies for all odds.  You need to look at the payout that the house is getting.  When a player risks 1 unit at 33% for a 3x payout for example, the house is risking 2 units for a 1.5x payout with a 67% chance of winning. If you apply the Kelly Criterion on those numbers you'll see that it's still optimal to risk 1% of the bank.  And the same applies no matter what odds the player is getting.

Technically it recommends you do that only if betting a profit of 100% (i.e. 50%-HE/2 probability of winning). It changes if you select another profit.

I don't think it does.  It changes for the player, but not for the house.  Of course the player has a negative expectation and so shouldn't be playing anyway.