kelly-paper-experiment/main.go
2021-05-20 16:39:13 -06:00

44 lines
1.0 KiB
Go

package main
import (
"fmt"
"math/rand"
"time"
)
func main() {
rand.Seed(time.Now().UTC().UnixNano())
var balance, investedPercentage, winningPercentage float64
balance = 100
investedPercentage = 0.80
winningPercentage = 0.70
discreteCompoundingPeriods := 200
numSimulations := 16
outputChannel := make(chan float64)
for i := 0; i < numSimulations; i++ {
go simulation(balance, investedPercentage, winningPercentage, discreteCompoundingPeriods, outputChannel)
}
for i := 0; i < numSimulations; i++ {
fmt.Println(<-outputChannel)
}
}
func simulation(startingBalance, investedPercentage, winningPercentage float64, discreteCompoundingPeriods int, outputChannel chan float64) {
balance := startingBalance
for i := 0; i < discreteCompoundingPeriods; i++ {
investedAmount := balance * investedPercentage
if rand.Float64() <= winningPercentage {
// you win
balance += investedAmount
} else {
// you lose
balance -= investedAmount
}
}
outputChannel <- (balance / startingBalance)
}