\66\86\155\76\132\64\83\171\64\71\70\64\64\64\64\64\64\64\64\64\64\64\64\64\64\64\
11\index\R-multiple\<--- trades table\=1+cell(2;2+int(rnd(10)))*cell(2;13)\<--- Our bankroll after one\ \3015.519946\<-- monte carlo simulation\ \ \ \\\\\\\\\\\\\\\\
101\1\-2\--- contains R - multiples ---\=1+cell(2;2+int(rnd(10)))*cell(2;13)\random trade.\ \3058.929959\ --- money after 20 trades --- \ \ \ \\\\\\\\\\\\\\\\
\2\-1.5\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2660.881859\ --- Simulate Cell D22 ---\ \ \ \\\\\\\\\\\\\\\\
\3\-1\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1980.637075\ \ \ \ \\\\\\\\\\\\\\\\
\4\-0.5\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \4791.997877\=average(7;1;7;100)\ \ \ \\\\\\\\\\\\\\\\
\5\0\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1467.516136\  ^  is the final bankroll average\ \ \ \\\\\\\\\\\\\\\\
\6\0.5\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1535.812698\=sqrt(var(7;1;7;100))\ \ \ \\\\\\\\\\\\\\\\
\7\1\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \891.8566094\  ^  is the final bankroll st dev\ \ \ \\\\\\\\\\\\\\\\
\8\2\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \3125.063488\ \ \ \ \\\\\\\\\\\\\\\\
\9\3\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2358.721408\ \ \ \ \\\\\\\\\\\\\\\\
\10\4\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1777.954832\ \ \ \ \\\\\\\\\\\\\\\\
\\\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2220.296266\ \ \ \ \\\\\\\\\\\\\\\\
\f\0.08\<--- fractional betting\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \4614.894011\ \ \ \ \\\\\\\\\\\\\\\\
\init money\1000\<--- initial bankroll\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2175.834757\ \ \ \ \\\\\\\\\\\\\\\\
\\\\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2130.454899\ \ \ \ \\\\\\\\\\\\\\\\
\\\' Note\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1763.474406\ \ \ \ \\\\\\\\\\\\\\\\
\\\Kelly optimal betting fraction\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \2429.206575\ \ \ \ \\\\\\\\\\\\\\\\
\\\for those R - multiples\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \5609.473349\ \ \ \ \\\\\\\\\\\\\\\\
\\\can be estimeted to be 0.184\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \1351.616641\ \ \ \ \\\\\\\\\\\\\\\\
\\\(see bellow in cell B26)\=1+cell(2;2+int(rnd(10)))*cell(2;13)\ \ \12812.21368\ \ \ \ \\\\\\\\\\\\\\\\
\\\\\ \ \2029.397903\ \ \ \ \\\\\\\\\\\\\\\\
\\\\=product(4;1;4;20)*cell(2;14)\<--- bankroll after 20 trades\ \1284.514407\ \ \ \ \\\\\\\\\\\\\\\\
\\\\\This is only one random\\1500.759414\\\\\\\\\\\\\\\\\\\\
\\\\\outcome.\\1684.644006\\\\\\\\\\\\\\\\\\\\
\\\\\\\2241.518296\\\\\\\\\\\\\\\\\\\\
\f Kelly\0.183631232\<--- This estimation was made\\\\1697.531674\\\\\\\\\\\\\\\\\\\\
\\\  using the build in solver\\\\2352.439825\\\\\\\\\\\\\\\\\\\\
\pln(1+f*r)\=1/10*ln(1+cell(2;26)*cell(2;28-26))\  and maximizing cell B39\\\\1216.752036\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;29-26))\\\\\1427.358979\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;30-26))\\\\\1392.829885\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;31-26))\\\\\2354.54952\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;32-26))\\\\\4397.676777\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;33-26))\\\\\864.0747596\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;34-26))\\\\\2323.609122\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;35-26))\\\\\840.6059938\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;36-26))\\\\\1438.899577\\\\\\\\\\\\\\\\\\\\
\\=1/10*ln(1+cell(2;26)*cell(2;37-26))\\\\\1511.760635\\\\\\\\\\\\\\\\\\\\
\\\\\\\2211.927391\\\\\\\\\\\\\\\\\\\\
\S[pln(1+f*r)]\=sum(2;28;2;37)\\\\\1249.740462\\\\\\\\\\\\\\\\\\\\
\\\\\\\1197.331082\\\\\\\\\\\\\\\\\\\\
\\\\\\\2220.721611\\\\\\\\\\\\\\\\\\\\
\\\\\\\1540.557429\\\\\\\\\\\\\\\\\\\\
\\\\\\\962.7805747\\\\\\\\\\\\\\\\\\\\
\\\\\\\3829.430599\\\\\\\\\\\\\\\\\\\\
\\\\\\\2003.391647\\\\\\\\\\\\\\\\\\\\
\\\\\\\3334.632294\\\\\\\\\\\\\\\\\\\\
\\\\\\\1814.994473\\\\\\\\\\\\\\\\\\\\
\\\\\\\1218.412685\\\\\\\\\\\\\\\\\\\\
\\\\\\\1700.357733\\\\\\\\\\\\\\\\\\\\
\\\\\\\1379.078022\\\\\\\\\\\\\\\\\\\\
\\\\\\\1343.75126\\\\\\\\\\\\\\\\\\\\
\\\\\\\4011.915438\\\\\\\\\\\\\\\\\\\\
\\\\\\\1920.290489\\\\\\\\\\\\\\\\\\\\
\\\\\\\1260.643451\\\\\\\\\\\\\\\\\\\\
\\\\\\\323.5259983\\\\\\\\\\\\\\\\\\\\
\\\\\\\3646.13087\\\\\\\\\\\\\\\\\\\\
\\\\\\\820.6273329\\\\\\\\\\\\\\\\\\\\
\\\\\\\3354.984333\\\\\\\\\\\\\\\\\\\\
\\\\\\\630.1509138\\\\\\\\\\\\\\\\\\\\
\\\\\\\332.9534602\\\\\\\\\\\\\\\\\\\\
\\\\\\\2399.809138\\\\\\\\\\\\\\\\\\\\
\\\\\\\1327.635345\\\\\\\\\\\\\\\\\\\\
\\\\\\\916.5823693\\\\\\\\\\\\\\\\\\\\
\\\\\\\4027.195688\\\\\\\\\\\\\\\\\\\\
\\\\\\\3446.183875\\\\\\\\\\\\\\\\\\\\
\\\\\\\1246.911656\\\\\\\\\\\\\\\\\\\\
\\\\\\\2223.718136\\\\\\\\\\\\\\\\\\\\
\\\\\\\1954.844755\\\\\\\\\\\\\\\\\\\\
\\\\\\\978.932502\\\\\\\\\\\\\\\\\\\\
\\\\\\\7344.577198\\\\\\\\\\\\\\\\\\\\
\\\\\\\5126.840416\\\\\\\\\\\\\\\\\\\\
\\\\\\\739.545165\\\\\\\\\\\\\\\\\\\\
\\\\\\\1226.525879\\\\\\\\\\\\\\\\\\\\
\\\\\\\2981.118305\\\\\\\\\\\\\\\\\\\\
\\\\\\\1954.053166\\\\\\\\\\\\\\\\\\\\
\\\\\\\5359.070365\\\\\\\\\\\\\\\\\\\\
\\\\\\\2366.642751\\\\\\\\\\\\\\\\\\\\
\\\\\\\1312.077221\\\\\\\\\\\\\\\\\\\\
\\\\\\\2286.493146\\\\\\\\\\\\\\\\\\\\
\\\\\\\2585.483304\\\\\\\\\\\\\\\\\\\\
\\\\\\\1564.706328\\\\\\\\\\\\\\\\\\\\
\\\\\\\2283.893005\\\\\\\\\\\\\\\\\\\\
\\\\\\\1455.914086\\\\\\\\\\\\\\\\\\\\
\\\\\\\863.5521826\\\\\\\\\\\\\\\\\\\\
\\\\\\\3093.393151\\\\\\\\\\\\\\\\\\\\
\\\\\\\1698.207711\\\\\\\\\\\\\\\\\\\\
\\\\\\\1319.293966\\\\\\\\\\\\\\\\\\\\
\\\\\\\1386.783592\\\\\\\\\\\\\\\\\\\\
\\\\\\\2245.761341\\\\\\\\\\\\\\\\\\\\
\\\\\\\3745.773029\\\\\\\\\\\\\\\\\\\\
\\\\\\\2336.866549\\\\\\\\\\\\\\\\\\\\
\\\\\\\5743.295564\\\\\\\\\\\\\\\\\\\\
\\\\\\\2006.916485\\\\\\\\\\\\\\\\\\\\
\\\\\\\1546.696575\\\\\\\\\\\\\\\\\\\\
\\\\\\\3061.400088\\\\\\\\\\\\\\\\\\\\
\\\\\\\2384.594128\\\\\\\\\\\\\\\\\\\\
\\\\\\\1186.169589\\\\\\\\\\\\\\\\\\\\
\\\\\\\1717.493163\\\\\\\\\\\\\\\\\\\\
\\\\\\\2034.3124\\\\\\\\\\\\\\\\\\\\
\\\\\\\4340.578826\\\\\\\\\\\\\\\\\\\\
\\\\\\\\\\\\\\\\\\\\\\\\\\\
