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Betting System Strategies

The intention of this post is to collect algos and share ideas that have different kind of betting systems

Martingale, D’alembert, Fibonacci, Parlay, Kelly, Square Root, Labouchere, Retirement, or any other proprietary. Maybe a layer of stack of bets. Usually I have seen that most of us we are using a typical fix percentage or a distribution on asset allocation for the bankroll. However successful traders use the money management as betting systems with combination of their edge. in some cases they have Risk Rewards 1Risk : 5 Reward

Thanks
EG

4 responses

I have been using constant (naive) volatility targeting lately, but my systems thus far are basically continuous allocation ones, not discrete betting ones.

Are you using ATR to define the betting size? Similar to the Trend Followers (turtles)

EG

Nah just the trailing exponentially weighted standard deviation.

(not for any particularly good reason, except perhaps that highs/lows are not that trustworthy these days with mini flashes and whatnot)