How big of a factor (if at all) does market efficiency play into your stake on the soft side of a scalp?
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12-06-10 02:28 AM #1
Market efficiency and scalps
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12-06-10 07:09 AM #2
If I'm feeling very disciplined, I'll adjust my Kelly factor accordingly based on pinnacles limits.
Anything $10k+ will be 1, with a floor of .1 for anything $1,000 and below. From there, I'll float around depending on limits (4,200k limit games go at .42, etc).
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