Terms starting with K
3 terms
Kelly Criterion
Risk & Portfolio Management
%
A formula giving the position size that maximises the long-run growth rate of capital.
Optimal Fraction = (Win Probability x Payoff Ratio - Loss Probability) / Payoff Ratio
Keltner Channel
Indicators & Oscillators
₹
Bands plotted a multiple of average true range above and below an exponential moving average of price.
Middle Line = 20-period EMA; Upper Channel = Middle + 2 x ATR; Lower Channel = Middle - 2 x ATR
KYC
Indian Market, Regulation & Taxation
qualitative
The know-your-customer process of verifying an investor's identity, address and financial details before market access is granted.
Test: identity, address and PAN are verified against prescribed documents and recorded with a KYC registration agency