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積微錄
義憤填膺地談Kelly Criterion，其實大可不必，現今世界並沒有明文規定誰應該用誰不應該用，別人要用，關你咩事（笑）？Kelly Criterion是上世紀五十年代的產物，已在世60幾年，老過池某好多，如果投資或賭博界人士現在看到Kelly Criterion還像發現新大陸一樣大驚小怪、大呼小叫，其背景知識的匱乏可想而知。 池某應算是寫Kelly Criterion寫得較多的Blogger（不敢說是最多），在Google search “Kelly Criterion 投資”或“Kelly Criterion 賭馬”，排在前面的基本上都是池某的文章。在這裡實在有責任作一個提醒：Kelly Criterion是一把雙刃劍，不能亂用；使用得當，它是一個收益放大器；使用不當，它是一個破產加速器。 故此，經濟學泰斗Paul Samuelson始終對可以令人隨時破產的Kelly Criterion嗤之以鼻，認為是歪理邪說，並一直對之痛毀極詆。 Kelly Criterion流行不起來的另一個原因，是這條公式雖然看起來簡單，代入預期回報率和機會率就能得出注碼比例，但...第一種情況還算比較容易處理ʌ...
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