Because mine didn't work right. I should have been using (M/.~ >&0) instead of bare M/.~
Here's a fixed version: kfR=: M@:>:&0 ([ - -.@[ % (% |)/@\:~@(M/.~ >&0)@]) ] Thanks, -- Raul On Tue, Jul 17, 2018 at 3:02 AM 'Mike Day' via Programming <[email protected]> wrote: > > 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 > > > > > > > --- > This email has been checked for viruses by Avast antivirus software. > https://www.avast.com/antivirus > > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
