A journey of a thousand miles begins with a single step

 用以下兩個變數預估中籤機率 申購張數 報酬率  =  (申購截止日之市價 - 申購價)/申購截止日之市價 中籤率 = 0.140962 + 3.230336 * 10^-6 * 申購張數 + (-0.56246) * 報酬率 R square value = 0.58 推估3576 聯合再生於10/25截止之中籤率為 = 0.140962 + 3.230336 * 10^-6 * 10200 + (-0.56246) *  26.8% = 2.27% 賠率 = 6080/20 = 304 Kelly = 0.0227 - (1 - 0.0227)/304 = 1.9% =============== 有考慮把價差 = 市價 - 申購價納入模型 但是解釋力沒有更好, 基於剃刀原則, 就不多引入此變數 ----------------------------------- 2021.10.30 最終聯合再生的中籤率為1.66%

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