Kelly kriteerium calculator: optimal stake sizing
1win on litsentsitud Curaçao 8048/JAZ alusel and offers 400,000+ registreerued mängijad a spordiraamat with 40,000+ turgs. This free Kelly kriteerium calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registreerimine and put your bankroll to work kohe.
Kelly kriteerium calculator
Kuidas see kalkulaator töötab
The Kelly kriteerium 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. See on the most rigorously derived bankroll management rule in existence.
The täis Kelly formula is: f* = (bp - q) / b, where b is the net decimal koefitsiendid (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the koefitsiendid 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 koefitsiendid 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.
Näidatud eelise arv on (p x kümnend) - 1, mis esindab teie oodatavat tootlust ühe panustatud ühiku kohta. 5% eelis 10-ühiku panuse korral tekitab keskmiselt 0,50 ühikut oodatavat väärtust panuse kohta.
Accurately estimating win probability is the hardest part of rakenduslying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners rakendusly a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.
Miks kasutada seda 1win-is
1win covers 30+ sport with competitive koefitsiendid across 40,000+ daily turgs. If you have identified an edge, Kelly tells you exactly how much to stake. Registreeru with XLBONUS to open an konto and start rakenduslying systematic bankroll management from your esimene bet.
KKK
What is Full Kelly vs Half Kelly?
Full Kelly panustab teoreetiliselt optimaalse murru, kuid lühiajaline varieeruvus on kõrge. Half Kelly panustab poole sellest murdarvust, mis ligikaudu poolitab varieeruvuse, säilitades samal ajal umbes 75% optimaalsest kasvumäärast. Quarter Kelly on veelgi konservatiivsem.
What does a negative Kelly result mean?
Negatiivne tulemus tähendab, et panusel puudub eelis: bukmekeri hind tähendab suuremat võitmistõenäosust kui teie enda hinnang. Te ei tohiks seda panust Kelly teooria kohaselt teha.
How accurate must my probability estimate be?
Even a 2-3 percentage point error in probability can materially change the recommended stake. Always rakendusly a margin of safety, and many professionals use Half or Quarter Kelly to konto for estimation error.
Can Kelly be used for kasiinomängud?
Kelly rakenduslies to any bet with known koefitsiendid and positive expected value. Most kasiinomängud have negative expected value, making Kelly recommend zero stake. See on most useful for spordikihlveod and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal koefitsiendid) - 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.