{"id":30900,"date":"2023-12-07T09:59:39","date_gmt":"2023-12-07T09:59:39","guid":{"rendered":"https:\/\/masterskills.org\/blog\/tieu-chuan-kelly-kelly-criterion-la-gi-nhung-dac-diem-can-luu-y.html"},"modified":"2023-12-23T07:23:43","modified_gmt":"2023-12-23T00:23:43","slug":"tieu-chuan-kelly-kelly-criterion-la-gi-nhung-dac-diem-can-luu-y","status":"publish","type":"post","link":"https:\/\/masterskills.org\/blog\/tieu-chuan-kelly-kelly-criterion-la-gi-nhung-dac-diem-can-luu-y.html","title":{"rendered":"Ti\u00eau chu\u1ea9n Kelly (Kelly Criterion) l\u00e0 g\u00ec? Nh\u1eefng \u0111\u1eb7c \u0111i\u1ec3m c\u1ea7n l\u01b0u \u00fd"},"content":{"rendered":"
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H\u00ecnh minh h\u1ecda. Ngu\u1ed3n: Oddswizz.com<\/p>\n<\/figcaption><\/figure>\n

Ti\u00eau chu\u1ea9n Kelly<\/font><\/h2>\n

Kh\u00e1i ni\u1ec7m<\/b><\/p>\n

Ti\u00eau chu\u1ea9n Kelly <\/b>hay c\u00f4ng th\u1ee9c Kelly<\/b>, ti\u1ebfng Anh g\u1ecdi l\u00e0 Kelly criterion<\/b>.<\/p>\n

Ti\u00eau chu\u1ea9n Kelly<\/b> l\u00e0 c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc li\u00ean quan \u0111\u1ebfn vi\u1ec7c t\u0103ng tr\u01b0\u1edfng v\u1ed1n d\u00e0i h\u1ea1n, \u0111\u01b0\u1ee3c ph\u00e1t tri\u1ec3n b\u1edfi John L. Kelly, Jr.<\/p>\n

C\u00f4ng th\u1ee9c \u0111\u01b0\u1ee3c ph\u00e1t tri\u1ec3n b\u1edfi Kelly trong qu\u00e1 tr\u00ecnh l\u00e0m vi\u1ec7c t\u1ea1i ph\u00f2ng th\u00ed nghi\u1ec7m c\u1ee7a AT&T. Hi\u1ec7n nay, c\u00f4ng th\u1ee9c n\u00e0y \u0111ang \u0111\u01b0\u1ee3c nh\u1eefng ng\u01b0\u1eddi \u0111\u00e1nh b\u1ea1c v\u00e0 nh\u00e0 \u0111\u1ea7u t\u01b0 s\u1eed d\u1ee5ng v\u1edbi m\u1ee5c \u0111\u00edch qu\u1ea3n l\u00ed r\u1ee7i ro v\u00e0 ti\u1ec1n b\u1ea1c; \u0111\u1ec3 x\u00e1c \u0111\u1ecbnh xem bao nhi\u00eau ph\u1ea7n tr\u0103m v\u1ed1n h\u1ecd n\u00ean s\u1eed d\u1ee5ng tr\u00ean m\u1ed7i giao d\u1ecbch \u0111\u1ec3 t\u1ed1i \u0111a h\u00f3a l\u1ee3i nhu\u1eadn d\u00e0i h\u1ea1n.<\/p>\n

C\u00f4ng th\u1ee9c c\u1ee7a ti\u00eau chu\u1ea9n Kelly<\/font><\/b><\/h3>\n

Thu\u1eadt ng\u1eef n\u00e0y \u0111\u00f4i khi c\u00f2n \u0111\u01b0\u1ee3c g\u1ecdi l\u00e0 chi\u1ebfn l\u01b0\u1ee3c Kelly<\/i>, c\u00f4ng th\u1ee9c Kelly <\/i>hay \u0111\u1eb7t c\u01b0\u1ee3c Kelly<\/i>. C\u00f4ng th\u1ee9c c\u1ee7a n\u00f3 \u0111\u01b0\u1ee3c th\u1ec3 hi\u1ec7n nh\u01b0 sau:<\/p>\n

Kelly % = W – [(1-W)\/R]<\/font><\/b><\/p>\n

Trong \u0111\u00f3:<\/i><\/p>\n

Kelly %<\/b> = ph\u1ea7n tr\u0103m tr\u00ean v\u1ed1n m\u00e0 nh\u00e0 \u0111\u1ea7u t\u01b0 n\u00ean s\u1eed d\u1ee5ng trong m\u1ed7i giao d\u1ecbch<\/p>\n

W<\/b> = T\u1ec9 l\u1ec7 th\u1eafng trong qu\u00e1 kh\u1ee9 c\u1ee7a h\u1ec7 th\u1ed1ng giao d\u1ecbch<\/p>\n

R<\/b> = T\u1ec9 l\u1ec7 th\u1eafng\/thua trong qu\u00e1 kh\u1ee9 c\u1ee7a ng\u01b0\u1eddi giao d\u1ecbch<\/p>\n

C\u00e1ch t\u00ednh ti\u00eau chu\u1ea9n Kelly<\/font><\/h3>\n

C\u00f3 hai th\u00e0nh ph\u1ea7n quan tr\u1ecdng nh\u1ea5t trong c\u00f4ng th\u1ee9c c\u1ee7a ti\u00eau chu\u1ea9n Kelly l\u00e0: x\u00e1c su\u1ea5t chi\u1ebfn th\u1eafng (W) v\u00e0 t\u1ec9 l\u1ec7 th\u1eafng\/thua (R).\u00a0<\/p>\n

X\u00e1c su\u1ea5t chi\u1ebfn th\u1eafng l\u00e0 x\u00e1c su\u1ea5t \u0111\u1ec3 m\u1ed9t giao d\u1ecbch c\u00f3 l\u1eddi.<\/p>\n

T\u1ec9 l\u1ec7 th\u1eafng\/thua b\u1eb1ng t\u1ed5ng s\u1ed1 l\u01b0\u1ee3ng giao d\u1ecbch c\u00f3 l\u1eddi chia cho t\u1ed5ng s\u1ed1 l\u01b0\u1ee3ng giao d\u1ecbch l\u1ed7.\u00a0<\/p>\n

K\u1ebft qu\u1ea3 t\u00ednh \u0111\u01b0\u1ee3c t\u1eeb c\u00f4ng th\u1ee9c n\u00e0y s\u1ebd cho nh\u00e0 \u0111\u1ea7u t\u01b0 bi\u1ebft \u0111\u01b0\u1ee3c l\u00e0 h\u1ecd n\u00ean s\u1eed d\u1ee5ng bao nhi\u00eau ph\u1ea7n tr\u0103m v\u1ed1n c\u1ee7a m\u00ecnh tr\u00ean m\u1ed7i kho\u1ea3n \u0111\u1ea7u t\u01b0.<\/p>\n

Ti\u00eau chu\u1ea9n Kelly cho b\u1ea1n bi\u1ebft \u0111i\u1ec1u g\u00ec?<\/font><\/h3>\n

Sau khi c\u00f4ng b\u1ed1 v\u00e0o n\u0103m 1956, ti\u00eau chu\u1ea9n Kelly nhanh ch\u00f3ng \u0111\u01b0\u1ee3c nh\u1eefng ng\u01b0\u1eddi \u0111\u00e1nh b\u1ea1c s\u1eed d\u1ee5ng \u0111\u1ec3 \u00e1p d\u1ee5ng v\u00e0o vi\u1ec7c \u0111ua ng\u1ef1a. Ph\u1ea3i \u0111\u1ebfn m\u00e3i v\u1ec1 sau c\u00f4ng th\u1ee9c n\u00e0y m\u1edbi \u0111\u01b0\u1ee3c \u00e1p d\u1ee5ng v\u00e0o vi\u1ec7c \u0111\u1ea7u t\u01b0.<\/p>\n

G\u1ea7n \u0111\u00e2y chi\u1ebfn l\u01b0\u1ee3c n\u00e0y \u0111\u00e3 \u0111\u01b0\u1ee3c ph\u1ee5c h\u01b0ng sau khi kh\u1eb3ng \u0111\u1ecbnh nh\u1eefng nh\u00e0 \u0111\u1ea7u t\u01b0 huy\u1ec1n tho\u1ea1i nh\u01b0 Warren Buffet v\u00e0 Bill Gross \u0111\u00e3 s\u1eed d\u1ee5ng c\u00e1c bi\u1ebfn th\u1ec3 c\u1ee7a ti\u00eau chu\u1ea9n Kelly.<\/p>\n

C\u00f4ng th\u1ee9c n\u00e0y \u0111\u01b0\u1ee3c s\u1eed d\u1ee5ng b\u1edfi nh\u1eefng nh\u00e0 \u0111\u1ea7u t\u01b0 c\u00f3 m\u1ee5c ti\u00eau l\u00e0 t\u0103ng tr\u01b0\u1edfng v\u1ed1n. N\u00f3 gi\u1ea3 \u0111\u1ecbnh r\u1eb1ng nh\u00e0 \u0111\u1ea7u t\u01b0 s\u1ebd ti\u1ebfp t\u1ee5c t\u00e1i \u0111\u1ea7u t\u01b0 ph\u1ea7n l\u1ee3i nhu\u1eadn trong c\u00e1c giao d\u1ecbch sau \u0111\u00f3.\u00a0<\/p>\n

M\u1ee5c \u0111\u00edch c\u1ee7a c\u00f4ng th\u1ee9c l\u00e0 x\u00e1c \u0111\u1ecbnh kh\u1ed1i l\u01b0\u1ee3ng t\u1ed1i \u01b0u n\u00ean s\u1eed d\u1ee5ng tr\u00ean m\u1ed7i giao d\u1ecbch.<\/p>\n

(Theo Investopedia<\/i>)<\/p>\n<\/p><\/div>\n","protected":false},"excerpt":{"rendered":"

\n Ti\u00eau chu\u1ea9n Kelly (ti\u1ebfng Anh: Kelly criterion) l\u00e0 c\u00f4ng th\u1ee9c to\u00e1n h\u1ecdc li\u00ean quan \u0111\u1ebfn vi\u1ec7c t\u0103ng tr\u01b0\u1edfng v\u1ed1n d\u00e0i h\u1ea1n, \u0111\u01b0\u1ee3c ph\u00e1t tri\u1ec3n b\u1edfi John L. Kelly, Jr.\n <\/div>\n","protected":false},"author":1,"featured_media":0,"comment_status":"closed","ping_status":"closed","sticky":false,"template":"","format":"standard","meta":{"footnotes":""},"categories":[417],"tags":[],"_links":{"self":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30900"}],"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=30900"}],"version-history":[{"count":0,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/posts\/30900\/revisions"}],"wp:attachment":[{"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/media?parent=30900"}],"wp:term":[{"taxonomy":"category","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/categories?post=30900"},{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/masterskills.org\/blog\/wp-json\/wp\/v2\/tags?post=30900"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}