Hi I noticed that the kelly fraction is calculated. But, I can't seem to find the code in JBooktrader that returns any account information in order to use the kelly fraction to size my positions.
Does that code exist? And if not, what's the point then of calculating the kelly fraction? -- You received this message because you are subscribed to the Google Groups "JBookTrader" group. To post to this group, send email to [email protected]. To unsubscribe from this group, send email to [email protected]. For more options, visit this group at http://groups.google.com/group/jbooktrader?hl=en.
