My twopenn'th, while we're home, briefly... It seemed best to prepend throwaway extra values to ensure the
appropriate assignment of wins and losses. The Kelly method doesn't consider the cases of zero wins and/or losses! kf =: 3 : 0 NB. quite similar to Devon's versions returns =. y mean =. +/%# 'wins losses' =. (<&0 <@}./. ]) 1 _1, returns W =. wins %&# returns R =. - wins %&mean losses R %~ _1 + W * >: R NB. W ([ + (%~<: )~) R NB. or this according to taste NB. W (]%~ (<:@*>:)) R NB. or this according to taste NB. or..... ) kf 2 3 _1 5 _3 0.36 kf2 2 3 _1 5 _3 NB. Devon's second version 0.36 NB. don't see why Raul's doesn't work here! (M@:>:&0([ - -.@[ % (%|)/@\:~@(M/.~) @])])2 3 _1 5 _3 0.56 Cheers, Mike On 13/07/2018 03:50, Devon McCormick wrote:
Thanks to both of you. Vijay - unfortunately, that expression is vulnerable to ordering differences: (>&0 </. ]) 2 _1 +-+--+ |2|_1| +-+--+ (>&0 </. ]) _1 2 +--+-+ |_1|2| +--+-+ On Thu, Jul 12, 2018 at 4:52 PM Vijay Lulla <[email protected]> wrote:OOPS! Should have been 'losses wins'=. (>&0 </. ]) returns Sorry. ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
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