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EvelynM comments on How much to spend on a high-variance option? - Less Wrong Discussion
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Beyond your fear, was Kelly Bet sizing too aggressive? That is, were you so poorly calibrated that full Kelly would have led to wiping out your bankroll, with the sequence of bets you made?
No, I did fine and ultimately came out of Intrade with a decent profit. But my trades were few enough that I don't know whether it could show me well calibrated or whether I got lucky.