Kelly Criterion Calculator

Calculate optimal bet sizing using the Kelly Criterion. Determine the mathematically optimal fraction of capital to risk based on win probability and payoff ratio.

Formula

f* = (bp - q) / b, where b = odds, p = win prob, q = 1-p

How to Use This Calculator

  1. Enter your win probability
  2. Enter the payoff ratio (reward/risk)
  3. View the optimal fraction of capital to risk

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