#kelly_criterion@hunt4quant

Dear all!
Some links for those of you who are doing “Kelly Criterion Research”

• Chawla, Karan. "The Kelly Criterion." Github. https://github.com/1kc2/The-Kelly-Criterion.
• Chawla, Karan. "The Kelly Criterion." Mental Quill. 18 Oct 2020. https://blog.karanchawla.me/2020/10/18/the-kelly-criterion/

1 Peterson, Zachariah. "The Kelly Criterion in Portfolio Optimization: A Decoupled Problem." Journal of Investment Strategies, vol. 7, no. 2, 2018, pp. 1–15, https://arxiv.org/abs/1710.00431
◦ Required pages: All
◦ Estimated reading time: 30 minutes
2 Carta, Andrea, and Claudio Conversano. "Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios." Frontiers in Applied Mathematics and Statistics, vol. 6, no. 557050, 2020, pp. 1–15, https://www.frontiersin.org/articles/10.3389/fams.2020.577050/full


• Carta, Andrea, and Claudio Conversano. "Practical Implementation of the Kelly Criterion: Optimal Growth Rate, Number of Trades, and Rebalancing Frequency for Equity Portfolios." Frontiers in Applied Mathematics and Statistics, vol. 6, no. 557050, 2020, pp. 1–15, https://www.frontiersin.org/articles/10.3389/fams.2020.577050/full
• Peterson, Zachariah. "The Kelly Criterion in Portfolio Optimization: A Decoupled Problem." Journal of Investment Strategies, vol. 7, no. 2, 2018, pp. 1–15, https://arxiv.org/abs/1710.00431