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Old 11-28-2007, 10:57 AM
jay_shark jay_shark is offline
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Join Date: Sep 2006
Posts: 2,277
Default Re: Heads Up Bankrolll requirements

[ QUOTE ]
@jay_shark:
Half-Kelly is safer aproach, amirite?
What about full one? Assuming one is disciplined enough to move up/down in stakes when it's required, is full-Kelly (10 to 15 BIs in this case) the fastest possible way to earn max?

[/ QUOTE ]

Yes half-kelly is a more popular option for several reasons . First , a player may over-estimate his true win-rate which would be detrimental to his bankroll if he were using full-kelly . Secondly , there are huge fluctuations which may have a psychological impact on your playing if you lose, lets say , 50 % of your bankroll .

At half-kelly , you can maintain a strong growth rate without as much fluctuations to your bankroll .

In heads up sngs's , a half kelly approach as a 60% winner means you should be willing to invest 7.77% of your bankroll . Which is equivalent to about 12 buy-ins .

At one-third kelly , you should be willing to invest 5.18% of your bankroll which is in between aggressive and conservative .

At one-fourth Kelly , you should be willing to invest 3.88% which is about 25 buy-ins which is considered conservative at the lower levels .
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