BERNOULLI OUTCOMES

Probability of Winning a Bet

Proportion of Wager Gained on Win

Proportion of Wager Lost on Loss

Proportion of Wealth on Wager

Risk Aversion

Mean Wealth from Last 10 Bets

Standard Deviation of Wealth from Last 10 Bets

Percentage Error from Median Wealth Using Optimal f







GEOMETRIC BROWNIAN MOTION

dS (t) S (t) = μdt + σdW(t)

Drift

Volatility