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Old 09-29-2005, 08:47 AM
DavidC DavidC is offline
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Join Date: Aug 2004
Location: Ontario, Canada
Posts: 292
Default Checking some stuff re: RoR

Normal Distribution of Hourly Rate

[ 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.
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