kelly criterion + ELO

2021-12-15 · 1 min read

Q = lambda r: 10**(r/400)
E = lambda r1, r2: Q(r1) / (Q(r1) + Q(r2))
K = lambda p, b: p - (1 - p) / b
A = lambda P, E_g, E_o, Y: print("Y: %d, N: %d" % (P * K(E(E_g, E_o), (1 / Y) - 1), P * K(1 - E(E_g, E_o), (1 / (1 - Y)) - 1)))