Re: IBM\'s January challenge
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You buy q(i)*X/p(i) of contract i. Your expected log wealth is ln(X) + SUM q(i)*[ln(q(i)) - ln(p(i))].
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X is your Bankroll?
So if say for some i, q(i)=1/2 and p(i)=1/8 you buy
[(1/2)X]/(1/8) = 4X
or 4 times your Bankroll worth of contract i?
PairTheBoard
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