漫画：什么是神秘的“凯利公式”？
<p style="text-align: center; margin-right: 8px; margin-bottom: 15px; margin-left: 8px; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font color="#7b7f83">作者 | 小灰</font></p><section style="text-align: center; margin-right: 8px; margin-bottom: 5px; margin-left: 8px; max-width: 100%; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font color="rgb(123, 127, 131)">来源 | 程序员小灰（ID：chengxuyuanxiaohui）</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">(何鸿燊,1921-2020)</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">举个一个例子，比如小灰选择投注50元，那么：</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">有60%的几率，他能够赢回100元，也就是净赚50元；<br></font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">有40%的几率，他会输掉这份投注，也就是净亏损50元。</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<div align="center"></div><br><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<br><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">凯利公式究竟是什么样子呢？看起来非常简单：</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">在公式当中，</font><ul><li><div align="center">p 代表每一场获胜的几率</div></li><li><div align="center">q 代表每一场失败的几率（q=1-p）<br></div></li><li><div align="center">b 代表“赔率”，也就是盈亏比</div></li><li><div align="center">f 代表每次下注金额占总资金的百分比</div><br></li></ul><p style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">我们把刚才的例子带入公式来算一算：</font></p><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">由于胜率是60%，失败的几率是1-60%=40%，所以p=60%，q=40%</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">假如投注50元，赢了可以收回100元，净赚50元，输了净亏50元，那么赔率就是1:1，b=1（注意：计算赔率是用 净收入/净亏损，网上有些文章搞错了，把这种情况的赔率当成了2:1）</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">带入公式当中：</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">因此，当我们有100元的时候，我们的最优策略是一次投入总资金的20%，也就是20元。</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">如果我们幸运地赢了一场，总资金变成120元，那么下一次我们投入的金额就是120元的20%，也就是24元。</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<font style="font-size: 15px">比如，张三和李四要进行一场拳击比赛，即使你知道张三比李四更厉害，但你仍然无法精确量化出，张三打赢李四的几率是多少。</font><section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; max-width: 100%; min-height: 1em; font-family: -apple-system-font, BlinkMacSystemFont, " helvetica="" neue",="" ";P<section style="text-align: center; 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