Kellyho kritérium calculator: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a sázková kancelář with 40 000+ trhů. This free Kellyho kritérium calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registration and put your bankroll to work immediately.
Kellyho kritérium calculator
Jak tato kalkulačka funguje
The Kellyho kritérium is a mathematical formula developed by John L. Kelly Jr. in 1956 to determine the fraction of a bankroll that maximises the long-run logarithmic growth rate of wealth. It is the most rigorously derived bankroll management rule in existence.
The full Kelly formula is: f* = (bp - q) / b, where b is the net decimal kurzy (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the kurzy are 2.00 (b = 1.00) and you estimate a 55% win probability, f* = (1.00 x 0.55 - 0.45) / 1.00 = 0.10, meaning 10% of your bankroll.
A negative Kelly result means the bet has no edge: the implied probability of the kurzy exceeds your estimated win probability. The calculator displays this as 0% and flags the negative edge.
Many professional bettors use Half Kelly (0.5x) or Quarter Kelly (0.25x). These fractions reduce variance significantly at a modest cost to long-run growth rate. Full Kelly is mathematically optimal but carries substantial short-term drawdown risk. With Half Kelly, the standard deviation of outcomes roughly halves.
Zobrazená hodnota edge je (p × desetinný kurz) - 1, což představuje váš očekávaný výnos na jednotku vsazenou. 5% edge na sázce 10 jednotek generuje 0,50 jednotky očekávané hodnoty na sázku v průměru.
Accurately estimating win probability is the hardest part of applying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners apply a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.
Proč ji používat na 1win
1win covers 30+ sportů with competitive kurzy across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. Zaregistrovat se with XLBONUS to open an účet and start applying systematic bankroll management from your first bet.
FAQ
What is Full Kelly vs Half Kelly?
Plný Kelly vsadí teoreticky optimální zlomek, ale má vysoký krátkodobý rozptyl. Poloviční Kelly vsadí polovinu tohoto zlomku, čímž přibližně halves rozptyl při zachování přibližně 75 % optimálního tempa růstu. Čtvrtinový Kelly je ještě konzervativnější.
What does a negative Kelly result mean?
Záporný výsledek znamená, že sázka nemá žádnou výhodu: kurz bookmaker implikuje vyšší pravděpodobnost výhry, než je váš vlastní odhad. Podle Kellyho teorie byste tuto sázku neměli uzavírat.
How accurate must my probability estimate be?
Even a 2-3 percentage point error in probability can materially change the recommended stake. Always apply a margin of safety, and many professionals use Half or Quarter Kelly to účet for estimation error.
Can Kelly be used for casino games?
Kelly applies to any bet with known kurzy and positive expected value. Most kasinové hry have negative expected value, making Kelly recommend zero stake. It is most useful for sportovní sázení and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal kurzy) - 1. It represents expected return per unit staked. A 5% edge means you gain 0.05 units on average per unit bet over many repetitions.