""Kelly Criterion"" — Epstein Files Search

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3 results for “"Kelly Criterion"”

EFTA00556664Set 9

2012-06-0433p5,638w

instruments INTERMEDIATE RESULT 1 Directional Market Neutral STATISTICAL EQUITY CURVES ANALYSIS EXOGENEOUS CRITERIA ANALYSIS

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Kelly

Criterion

, Markowitz Portfolio Including: Allocation 1. Macro/Flow Environment (e.g. Economic Indicators) 2. Volatility/Credit Conditions

https://www.justice.gov/epstein/files/DataSet%209/EFTA00556664.pdf

EFTA00374714Set 9

2014-02-072p588w

interval of time, follows a Pareto-like distribution. By "indexing" our position sizing (e.g. Kelly Criterion like) to vol, we are always "in" the positions that represent the majority

https://www.justice.gov/epstein/files/DataSet%209/EFTA00374714.pdf

EFTA00374716Set 9

2014-02-072p706w

interval of time, follows a Pareto-like distribution. By "indexing" our position sizing (e.g. Kelly Criterion like) to vol, we are always "in" the positions that represent the majority

https://www.justice.gov/epstein/files/DataSet%209/EFTA00374716.pdf

Corpus: 1990-03-17 – 2025-12-01

June 2012

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Results by Dataset3 total

Set 9

3