Normal Distribution of Hourly Rate
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Bankroll needed = -(standard deviation^2/2*avg, win per hour)ln(the risk you are willing to accept).
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Plugging in some numbers:
SD: 15 bb/100
WR: 2 bb/100
RoR: 0.1%
You'd need 388 bb....
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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.