Home

Bet sizing from predicted probabilities (AFML)

Site
quant.stackexchange.com
Image
https://cdn.sstatic.net/Sites/quant/Img/apple-touch-icon@2.png?v=137e75d7fd2a
URL
https://quant.stackexchange.com/questions/73264/bet-sizing-from-predicted-probabilities-afml
Archived
Author
Quantitative Finance Stack Exchange
Date
2022/09/22
Property
Integromat
Description
At chapter 10.3 in Advances in Financial Machine Learning one can read Have to say I really don't understand much from this section. Why does $z$ follows a Normal Distribution? I don't understand... ...
TOP