For those unfamiliar, the Kelly Criterion is a formula that calculates the optimal percentage of your capital to allocate to an investment based on expected return and probability. The goal is to maximize long term capital growth while minimizing the risk of ruin.
Assuming Bitcoin has asymmetric upside but high volatility, would you go full Kelly, half Kelly, or something else?
I am especially curious how people here estimate their actual edge and expected return inputs.
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