(If we're prepared to put up with a little extra volatility for a little extra return, we can also Kelly weight our best ideas). (greenbackd.com)
Extra volatility does lower compounded returns over the long run, but I doubt that it is as much as the tracking errors that CC reports. (canadiancapitalist.com)
-LSB-...] we're prepared to put up with a little extra volatility for a little extra return, we can also Kelly weight our best ideas). (greenbackd.com)