DavidC
09-29-2005, 08:47 AM
Normal Distribution of Hourly Rate (http://archiveserver.twoplustwo.com/showthreaded.php?Cat=0&Number=682745&page=0)
[ QUOTE ]
Bankroll needed = -(standard deviation^2/2*avg, win per hour)ln(the risk you are willing to accept).
[/ QUOTE ]
Plugging in some numbers:
SD: 15 bb/100
WR: 2 bb/100
RoR: 0.1%
You'd need 388 bb....
---------------------------------
Questions:
1) Is this correct (the formula)?
2) Is this correct (the result)?
3) Can I use bb/100 and sd/100 in this formula?
Edit: At 1% Risk of Ruin, you'd only need 225 bb.
Edit: At 3.5 bb/100 and 0.1% RoR, you'd be looking again at requiring only 225 bb... So it obviously becomes much less risky as you have a higher winrate.
[ QUOTE ]
Bankroll needed = -(standard deviation^2/2*avg, win per hour)ln(the risk you are willing to accept).
[/ QUOTE ]
Plugging in some numbers:
SD: 15 bb/100
WR: 2 bb/100
RoR: 0.1%
You'd need 388 bb....
---------------------------------
Questions:
1) Is this correct (the formula)?
2) Is this correct (the result)?
3) Can I use bb/100 and sd/100 in this formula?
Edit: At 1% Risk of Ruin, you'd only need 225 bb.
Edit: At 3.5 bb/100 and 0.1% RoR, you'd be looking again at requiring only 225 bb... So it obviously becomes much less risky as you have a higher winrate.