Chien Thuat Phan Bo Von Theo Cong Thuc Kelly – Chia Khoa Vang Giup Tai Khoan Tang Truong Ben Vung

1. Tai sao quan ly von lai quyet dinh 90% su thanh bai cua nha dau tu?

Co mot su that phu phang trong the gioi dau tu ca cuoc the thao: Mot nguoi choi co kha nang soi keo thien tai, ty le doan trung len toi 65% van co the pha san hoan toan nhu thuong. Ly do nam o cho ho khong co mot chien thuat phan bo von khoa hoc. Ho dat cuoc theo cam xuc—tran thich thi danh rat to, tran phan van thi danh nho, va khi roi vao chuoi thua (Bad luck) thi tang tay cuoc de go gac (gap bay gap thep Martingale) dan den viec chay tai khoan chi sau mot dem.

De giup ban bien viec du doan bong da tai Bongdata thanh mot kenh dau tu tai chinh thuc su, viec ap dung Cong thuc Kelly (Kelly Criterion) la dieu bat buoc. Day la cong thuc toan hoc toi uu duoc phat trien boi nha khoa hoc John L. Kelly vao nam 1956, chuyen dung de xac dinh ty le phan tram von chinh xac can dat vao mot danh muc dua tren ty le cuoc va xac suat chien thang thuc te.

2. Cong thuc Kelly va co che van hanh toan hoc

Cong thuc Kelly tieu chuan duoc thiet lap nhu sau:

$$f^* = \frac{b \cdot p - q}{b}$$

Trong do:

$f^*$: Ty le phan tram cua tong so von hien co ma ban nen dat cuoc vao tran dau do.

$b$: Ty le cuoc rong (Odds thap phan cua nha cai tru di 1. Vi du Odds la 1.95 thi $b = 0.95$).

$p$: Xac suat chien thang cua cua cuoc do ban tu dinh luong dua tren du lieu phan tich tai BONGDATA (nam trong khoang tu 0 den 1).

$q$: Xac suat thua cuoc cua cua cuoc ($q = 1 - p$).

Vi du thuc te tu du lieu BONGDATA

Ban phan tich tran Arsenal vs Chelsea, nha cai dua ra cua Arsenal thang voi Odds la 2.0 (tuc $b = 2.0 - 1 = 1$). Qua sang loc thong tin chan thuong va phong do tai BONGDATA, ban dinh luong xac suat Arsenal thang tran nay len toi 55% ($p = 0.55$, do do $q = 1 - 0.55 = 0.45$).

Ap dung cong thuc:

$$f^* = \frac{1 \cdot 0.55 - 0.45}{1} = 0.10$$

Ket qua chi ra rang ban nen trich chinh xac 10% tong so von cua minh de dat vao tran dau nay. Neu cong thuc cho ra ket qua bang 0 hoac so am, dieu do co nghia la muc gia cua nha cai khong co gia tri dau tu, hay bo qua tran dau do ngay lap tuc.

3. Chien thuat "Fractional Kelly" (Kelly mot phan) de bao ve tai khoan

Mac du cong thuc Kelly hoan hao ve mat toan hoc, nhung no co mot nhuoc diem la bien dong tai san kha lon neu ban dinh luong xac suat $p$ bi sai lech. Do do, cac chuyen gia tai chinh tai BONGDATA khuyen ban nen ap dung bien the Fractional Kelly (thuong la Half-Kelly - tuc la chi danh mot nua con so cong thuc tinh ra). O vi du tren, thay vi danh 10% von, ban chi danh 5% von. Su dieu chinh nay giup tai khoan cua ban co mot tam la chan bao hiem cuc ky an toan truoc nhung bien so bat ngo cua bong da, dam bao su tang truong dong tien on dinh va dai han.

Thong tin chi tiet: Dia Chi: 50 Nguyen Van Troi, Phuong 8, Quan Phu Nhuan, TP. Ho Chi Minh Hotline: 0702 731 948 Email: bongdata@gmail.com #bongdata #bongdatadev #kqbd #lichthidau