ケリー基準計算機: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a スポーツブック with 40,000以上のマーケット. This free ケリー基準計算機 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.
ケリー基準計算機
この計算機の使い方
The Kelly criterion 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 odds (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the odds 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 odds 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.
表示されるエッジ数値は(p x オッズ) - 1で、ステーク1単位あたりの期待リターンを表します。10ユニットのベットで5%エッジは、ベット平均0.50ユニットの期待値を生み出します。
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.
1winでこれを使う理由
1win covers 30以上のスポーツ with competitive odds across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. 登録する with XLBONUS to open an account and start applying systematic bankroll management from your first bet.
よくある質問
What is Full Kelly vs Half Kelly?
Full Kellyは理論的に最適な割合でベットしますが、短期的な分散が大きいです。Half KellyはFull Kellyの半分を賭け、最適な成長率の約75%を維持しながら分散をほぼ半減させます。Quarter Kellyはさらに保守的です。
What does a negative Kelly result mean?
マイナスの結果は、その賭けにエッジがないことを意味します:ブックメーカーの賭け率は、あなた自身の推定よりも高い勝利確率を示しています。Kelly理論に従えば、この賭けをすべきではありません。
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 account for estimation error.
Can Kelly be used for カジノゲーム?
Kelly applies to any bet with known odds and positive expected value. Most カジノゲーム have negative expected value, making Kelly recommend zero stake. It is most useful for スポーツベッティング and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal odds) - 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.