Ads and Kelly

Seth Godin is asking a good question: "do ads work?", and if, why you dont buy all of them.

I want to make a game of it to look at everything through my Kelly Glasses.

What Ads do is improving the edge or advantage you have on a coin where head means buy, and tail means not. The odds are turnover minus costs, lets simplifiy and account only for the marketing costs.

Kelly knows that in a game of chance it's no good idea betting you entire bankroll. You could go bankrupt within one throw. The same is valid for everey amount of investment greater than a certain amount f>f'. 

If you could guesstimate your edge right, then G=edge/odds denotes your optimal investment rate