Quiz: Optimal Strategy

4 questions · 80% to pass

1. A coin flip pays $300 on heads and costs $100 on tails. What is the expected value?

EV = (0.5 x $300) + (0.5 x -$100) = $150 - $50 = $100. This is a positive expected value bet worth taking repeatedly.

2. The Kelly Criterion determines:

The Kelly Criterion calculates the optimal bet size as a fraction of your bankroll that maximizes long-term geometric growth rate.

3. Betting MORE than the Kelly fraction results in:

Over-betting (exceeding Kelly) is mathematically suboptimal: it increases variance while actually reducing long-term geometric growth rate. It's strictly worse than full Kelly.

4. Minimax strategy focuses on:

Minimax minimizes your maximum possible loss. It asks 'what's the worst case and how do I survive it?' rather than 'what's the best case and how do I capture it?'

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