{"id":21440,"date":"2023-12-06T02:42:43","date_gmt":"2023-12-06T02:42:43","guid":{"rendered":"https:\/\/masterskills.org\/blog\/kelly-formula-la-gi-cong-thuc-va-cach-ap-dung.html"},"modified":"2023-12-22T04:55:06","modified_gmt":"2023-12-21T21:55:06","slug":"kelly-formula-la-gi-cong-thuc-va-cach-ap-dung","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/kelly-formula-la-gi-cong-thuc-va-cach-ap-dung.html","title":{"rendered":"Kelly Formula l\u00e0 g\u00ec? C\u00f4ng th\u1ee9c v\u00e0 c\u00e1ch \u00e1p d\u1ee5ng"},"content":{"rendered":"
\n
<\/figure>\n

Kelly Formula l\u00e0 g\u00ec<\/strong>?<\/span><\/h2>\n

Kelly Formula l\u00e0 ti\u00eau ch\u00ed Kelly ho\u1eb7c c\u00f4ng th\u1ee9c Kelly l\u00e0 m\u1ed9t c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc li\u00ean quan \u0111\u1ebfn s\u1ef1 t\u0103ng tr\u01b0\u1edfng d\u00e0i h\u1ea1n c\u1ee7a ngu\u1ed3n v\u1ed1n. Kelly Formula \u0111\u01a1n gi\u1ea3n, nh\u01b0ng n\u00f3 c\u00f3 th\u1ec3 l\u00e0 c\u00f4ng th\u1ee9c quan tr\u1ecdng nh\u1ea5t trong \u0111\u1ea7u t\u01b0.<\/p>\n

\n

\u201cKelly Formula l\u00e0 c\u00f4ng th\u1ee9c \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh s\u1ed1 ti\u1ec1n n\u00ean \u0111\u1ea7u t\u01b0 v\u00e0o m\u1ed9t t\u00e0i s\u1ea3n nh\u1ea5t \u0111\u1ecbnh, nh\u1eb1m t\u1ed1i \u0111a h\u00f3a s\u1ef1 t\u0103ng tr\u01b0\u1edfng c\u1ee7a c\u1ea3i theo th\u1eddi gian v\u1edbi m\u1ee9c thua l\u1ed7 ho\u1eb7c r\u1ee7i ro t\u1ed1i thi\u1ec3u.\u201d<\/strong><\/em><\/p>\n<\/blockquote>\n

C\u00f4ng th\u1ee9c Kelly:<\/p>\n

% Kelly = (bp \u2013 q) \/ b<\/p>\n

b: t\u1ec9 l\u1ec7 th\u1eafng so v\u1edbi r\u1ee7i ro
p: x\u00e1c su\u1ea5t th\u1eafng
q: x\u00e1c su\u1ea5t thua (1-p)
ho\u1eb7c<\/p>\n

% Kelly = W \u2013 [(1 \u2013 W) \/ R], trong \u0111\u00f3:<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 W: t\u1ef7 l\u1ec7 th\u1eafng<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 R: t\u1ef7 l\u1ec7 th\u1eafng so v\u1edbi r\u1ee7i ro<\/p>\n

H\u00e3y tham kh\u1ea3o v\u00ed d\u1ee5 sau \u0111\u1ec3 hi\u1ec3u Kelly Formula l\u00e0 g\u00ec nh\u00e9.<\/strong><\/p>\n

M\u1ed9t giao d\u1ecbch ch\u1ee9ng kho\u00e1n c\u00f3 t\u1ec9 l\u1ec7 chi\u1ebfn th\u1eafng so v\u1edbi r\u1ee7i ro l\u00e0 1:1, hay n\u00f3i c\u00e1ch kh\u00e1c nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 th\u1ec3 m\u1ea5t s\u1ed1 ti\u1ebfn m\u00e0 h\u1ecd c\u00f3 th\u1ec3 th\u1eafng. D\u1ef1a tr\u00ean d\u1eef li\u1ec7u ng\u01b0\u1eddi n\u00e0y \u0111\u00e3 th\u1eafng trong 55% th\u1eddi gian cho c\u00e1c giao d\u1ecbch nh\u01b0 th\u1ebf. \u00a0<\/p>\n

\u0110i\u1ec1u n\u00e0y c\u00f3 ngh\u0129a<\/strong><\/p>\n

b = 1<\/p>\n

p = 55% ho\u1eb7c 0,55<\/p>\n

q = 1 \u2013 p = 1 \u2013 0,55 = 0,45<\/p>\n

\u00c1p d\u1ee5ng c\u00f4ng th\u1ee9c<\/p>\n

T\u1ec9 l\u1ec7 ph\u1ea7n tr\u0103m Kelly = (1 x 0,55 \u2013 0,45) \/ 1 = 10%<\/p>\n

Trong tr\u01b0\u1eddng h\u1ee3p n\u00e0y, c\u00f4ng th\u1ee9c ti\u00eau ch\u00ed Kelly ng\u1ee5 \u00fd r\u1eb1ng nh\u00e0 \u0111\u1ea7u t\u01b0 n\u00e0y n\u00ean ph\u00e2n b\u1ed5 10% t\u00e0i kho\u1ea3n c\u1ee7a m\u00ecnh cho giao d\u1ecbch n\u00e0y.<\/p>\n

N\u1ebfu c\u00f4ng th\u1ee9c t\u1ea1o ra m\u1ed9t s\u1ed1 \u00e2m, n\u00f3 ng\u1ee5 \u00fd r\u1eb1ng nh\u00e0 \u0111\u1ea7u t\u01b0 n\u00ean tr\u00e1nh giao d\u1ecbch v\u00ec ph\u01b0\u01a1ng tr\u00ecnh d\u1ef1 \u0111o\u00e1n m\u1ed9t k\u1ebft qu\u1ea3 kh\u00f4ng c\u00f3 l\u1ee3i cho h\u1ecd.<\/p>\n

5 b\u01b0\u1edbc \u00e1p d\u1ee5ng c\u00f4ng th\u1ee9c Kelly<\/strong><\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Ch\u1ecdn ra kho\u1ea3ng 40 \u0111\u1ebfn 60 giao d\u1ecbch g\u1ea7n \u0111\u00e2y c\u1ee7a b\u1ea1n. Con s\u1ed1 c\u00e0ng l\u1edbn th\u00ec s\u1ebd mang l\u1ea1i k\u1ebft qu\u1ea3 ch\u00ednh x\u00e1c h\u01a1n. C\u00f4ng th\u1ee9c Kelly gi\u1ea3 \u0111\u1ecbnh r\u1eb1ng b\u1ea1n ti\u1ebfp t\u1ee5c giao d\u1ecbch theo c\u00e1ch \u0111\u00e3 l\u00e0m trong qu\u00e1 kh\u1ee9. N\u1ebfu b\u1ea1n thay \u0111\u1ed5i h\u1ec7 th\u1ed1ng giao d\u1ecbch theo b\u1ea5t c\u1ee9 c\u00e1ch n\u00e0o th\u00ec c\u00f4ng th\u1ee9c Kelly s\u1ebd kh\u00f4ng c\u00f2n hi\u1ec7u l\u1ef1c.<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 T\u00ednh W \u2013 l\u00e0 x\u00e1c su\u1ea5t giao d\u1ecbch k\u1ebft th\u00fac v\u1edbi t\u01b0 c\u00e1ch l\u00e0 ng\u01b0\u1eddi chi\u1ebfn th\u1eafng d\u1ef1a v\u00e0o k\u1ebft qu\u1ea3 t\u1eeb c\u00e1c giao d\u1ecbch tr\u01b0\u1edbc \u0111\u00e2y. B\u1ea1n c\u00f3 th\u1ec3 t\u00ecm W b\u1eb1ng c\u00e1ch l\u1ea5y s\u1ed1 l\u01b0\u1ee3ng giao d\u1ecbch th\u1eafng chia cho t\u1ed5ng s\u1ed1 giao d\u1ecbch. Con s\u1ed1 n\u00e0y c\u00e0ng cao th\u00ec ph\u1ea7n tr\u0103m chi\u1ebfn th\u1eafng c\u1ee7a b\u1ea1n c\u00e0ng cao, tr\u00ean 0,50 (t\u1ef7 l\u1ec7 chi\u1ebfn th\u1eafng 50%) \u0111\u01b0\u1ee3c coi l\u00e0 t\u1ed1t.<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 T\u00ednh R \u2013 l\u00e0 x\u00e1c su\u1ea5t giao d\u1ecbch k\u1ebft th\u00fac v\u1edbi t\u01b0 c\u00e1ch l\u00e0 ng\u01b0\u1eddi chi\u1ebfn th\u1eafng c\u0169ng d\u1ef1a v\u00e0o k\u1ebft qu\u1ea3 t\u1eeb c\u00e1c giao d\u1ecbch tr\u01b0\u1edbc \u0111\u00e2y. B\u1ea1n c\u00f3 th\u1ec3 t\u00ednh con s\u1ed1 n\u00e0y b\u1eb1ng c\u00e1ch l\u1ea5y c\u00e1c kho\u1ea3n l\u00e3i trung b\u00ecnh c\u1ee7a giao d\u1ecbch th\u1eafng chia cho kho\u1ea3n l\u1ed7 trung b\u00ecnh khi giao d\u1ecbch thua. N\u1ebfu s\u1ed1 ti\u1ec1n th\u1eafng trung b\u00ecnh c\u1ee7a b\u1ea1n l\u1edbn h\u01a1n s\u1ed1 ti\u1ec1n thua trung b\u00ecnh, b\u1ea1n s\u1ebd nh\u1eadn \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 l\u1edbn h\u01a1n 1. N\u1ebfu b\u1ea1n nh\u1eadn \u0111\u01b0\u1ee3c k\u1ebft qu\u1ea3 nh\u1ecf h\u01a1n 1, b\u1ea1n v\u1eabn c\u00f3 th\u1ec3 qu\u1ea3n l\u00fd \u0111\u01b0\u1ee3c n\u1ebfu t\u1ed5ng s\u1ed1 giao d\u1ecbch thua l\u00e0 nh\u1ecf.<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Khi b\u1ea1n \u0111\u00e3 t\u00ednh \u0111\u01b0\u1ee3c W v\u00e0 R, b\u1ea1n ch\u1ec9 c\u1ea7n \u0111\u01b0a ch\u00fang v\u00e0o c\u00f4ng th\u1ee9c \u0111\u00e3 cho \u1edf tr\u00ean.<\/p>\n

\u2013\u00a0\u00a0\u00a0\u00a0\u00a0\u00a0 Con s\u1ed1 nh\u1eadn \u0111\u01b0\u1ee3c l\u00e0 t\u1ef7 l\u1ec7 ph\u1ea7n tr\u0103m Kelly. Ghi l\u1ea1i t\u1ef7 l\u1ec7 ph\u1ea7n tr\u0103m n\u00e0y \u0111\u1ec3 tham kh\u1ea3o v\u1ec1 sau.<\/p>\n

C\u00f4ng th\u1ee9c Kelly c\u00f3 hi\u1ec7u qu\u1ea3 kh\u00f4ng?<\/strong><\/span><\/h2>\n

Nhi\u1ec1u ng\u01b0\u1eddi th\u1eafc m\u1eafc, m\u1ee9c \u0111\u1ed9 hi\u1ec7u qu\u1ea3 c\u1ee7a Kelly Formula l\u00e0 g\u00ec khi m\u1ed9t ph\u01b0\u01a1ng tr\u00ecnh \u0111\u01b0\u1ee3c t\u1ea1o ra cho h\u1ec7 th\u1ed1ng \u0111i\u1ec7n tho\u1ea1i l\u1ea1i c\u00f3 hi\u1ec7u qu\u1ea3 khi s\u1eed d\u1ee5ng cho vi\u1ec7c \u0111\u1ea7u t\u01b0? Mi\u1ec5n l\u00e0 hai bi\u1ebfn \u0111\u01b0\u1ee3c t\u00ednh to\u00e1n v\u00e0 nh\u1eadp ch\u00ednh x\u00e1c \u0111\u1ec3 t\u00ednh t\u1ef7 l\u1ec7 ph\u1ea7n tr\u0103m Kelly, v\u00e0 nh\u00e0 \u0111\u1ea7u t\u01b0 duy tr\u00ec c\u00f9ng m\u1ed9t h\u1ec7 th\u1ed1ng v\u00e0 hi\u1ec7u su\u1ea5t trong c\u00e1c giao d\u1ecbch trong t\u01b0\u01a1ng lai, th\u00ec h\u1ec7 th\u1ed1ng s\u1ebd c\u00f3 hi\u1ec7u qu\u1ea3 khi \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng trong \u0111\u1ea7u t\u01b0.<\/p>\n

M\u1eb7c d\u00f9 c\u00f4ng th\u1ee9c Kelly gi\u00fap duy tr\u00ec m\u1ed9t danh m\u1ee5c \u0111\u1ea7u t\u01b0 \u0111a d\u1ea1ng nh\u01b0ng v\u1eabn ch\u01b0a ho\u00e0n h\u1ea3o. N\u00f3 \u0111a d\u1ea1ng h\u00f3a danh m\u1ee5c \u0111\u1ea7u t\u01b0 c\u1ee7a b\u1ea1n, nh\u01b0ng c\u00f3 m\u1ed9t s\u1ed1 th\u1ee9 kh\u00e1c n\u00f3 kh\u00f4ng th\u1ec3 l\u00e0m \u0111\u01b0\u1ee3c. V\u00ed d\u1ee5 nh\u01b0 n\u00f3 s\u1ebd kh\u00f4ng gi\u00fap b\u1ea1n ch\u1ecdn \u0111\u00fang c\u1ed5 phi\u1ebfu chi\u1ebfn th\u1eafng v\u00e0 kh\u00f4ng th\u1ec3 d\u1ef1 \u0111o\u00e1n c\u00e1c s\u1ef1 ki\u1ec7n kh\u00f4ng th\u1ec3 \u0111o\u00e1n tr\u01b0\u1edbc \u0111\u1ebfn th\u1ecb tr\u01b0\u1eddng s\u1ee5p \u0111\u1ed5 \u0111\u1ed9t ng\u1ed9t. Th\u1ecb tr\u01b0\u1eddng lu\u00f4n ch\u1ee9a \u0111\u1ef1ng m\u1ed9t y\u1ebfu t\u1ed1 ng\u1eabu nhi\u00ean s\u1ebd c\u00f3 t\u00e1c \u0111\u1ed9ng \u0111\u1ebfn l\u1ee3i nhu\u1eadn c\u1ee7a b\u1ea5t k\u1ef3 h\u1ec7 th\u1ed1ng n\u00e0o.<\/p>\n

M\u1ed9t chi\u1ebfn l\u01b0\u1ee3c qu\u1ea3n l\u00fd v\u1ed1n hi\u1ec7u qu\u1ea3 s\u1ebd kh\u00f4ng \u0111\u1ea3m b\u1ea3o l\u1ee3i nhu\u1eadn cao, nh\u01b0ng n\u00f3 s\u1ebd h\u1ea1n ch\u1ebf r\u1ee7i ro v\u00e0 t\u1ed1i \u0111a h\u00f3a l\u1ee3i nhu\u1eadn d\u00e0i h\u1ea1n. Do \u0111\u00f3, n\u1ebfu ch\u01b0a c\u00f3 h\u1ec7 th\u1ed1ng qu\u1ea3n l\u00fd v\u1ed1n, b\u1ea1n c\u00f3 th\u1ec3 x\u00e2y d\u1ef1ng n\u00f3 ngay b\u00e2y gi\u1edd v\u1edbi c\u00f4ng th\u1ee9c Kelly. Hi\u1ec3u Kelly Formula l\u00e0 g\u00ec v\u00e0 c\u00e1ch \u00e1p d\u1ee5ng tr\u00ean \u0111\u00e2y, b\u1ea1n c\u00f3 th\u1ec3 th\u1ef1c h\u00e0nh tr\u00ean t\u00e0i kho\u1ea3n th\u1eed nghi\u1ec7m \u0111\u1ec3 th\u1ea5y \u0111\u01b0\u1ee3c hi\u1ec7u qu\u1ea3 v\u00e0 t\u00ecm ra t\u1ef7 l\u1ec7 t\u1ed1t nh\u1ea5t cho m\u00ecnh tr\u01b0\u1edbc khi \u00e1p d\u1ee5ng cho t\u00e0i kho\u1ea3n ch\u00ednh th\u1ee9c. Ch\u00fac b\u1ea1n th\u00e0nh c\u00f4ng.<\/p>\n

Ti\u1ebfn Huy<\/strong><\/p>\n

\u00a0<\/p>\n

\u00a0<\/p>\n

\u00a0<\/p>\n

<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

Kelly Formula l\u00e0 g\u00ec? Kelly Formula l\u00e0 ti\u00eau ch\u00ed Kelly ho\u1eb7c c\u00f4ng th\u1ee9c Kelly l\u00e0 m\u1ed9t c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc li\u00ean quan \u0111\u1ebfn s\u1ef1 t\u0103ng tr\u01b0\u1edfng d\u00e0i h\u1ea1n c\u1ee7a ngu\u1ed3n v\u1ed1n. Kelly Formula \u0111\u01a1n gi\u1ea3n, nh\u01b0ng n\u00f3 c\u00f3 th\u1ec3 l\u00e0 c\u00f4ng th\u1ee9c quan tr\u1ecdng nh\u1ea5t trong \u0111\u1ea7u t\u01b0. \u201cKelly Formula l\u00e0 c\u00f4ng th\u1ee9c \u0111\u01b0\u1ee3c s\u1eed […]<\/p>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[429],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/21440"}],"collection":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts"}],"about":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/types\/post"}],"author":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/users\/1"}],"replies":[{"embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/comments?post=21440"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/21440\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=21440"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=21440"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=21440"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}