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r / packages / r-rkelly 1.0

Calculates the Kelly criterion (Kelly, J.L. (1956) <doi:10.1002/j.1538-7305.1956.tb03809.x>) for bets given quoted prices, model predictions and commissions. Additionally it contains helper functions to calculate the probabilities for wins and draws in multi-leg games.

Installers

  • noarch v1.0

conda install

To install this package run one of the following:
conda install r::r-rkelly

Description


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