Kellio kriterijus calculator: optimal stake sizing
1win yra licencijuotas pagal Curaçao 8048/JAZ and offers 400,000+ registruotised žaidėjai a sporto knyga with 40,000+ rinkas. This free Kellio kriterijus calculator shows you the optimal stake size for any edge you hold over the bookmaker. Apply code XLBONUS at registracija and put your bankroll to work nedelsiant.
Kellio kriterijus calculator
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The Kellio kriterijus 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. Tai yra the most rigorously derived bankroll management rule in existence.
The pilnas Kelly formula is: f* = (bp - q) / b, where b is the net decimal koeficientai (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the koeficientai 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 koeficientai 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.
Rodomas pranašumo rodiklis yra (p x dešimtainis) - 1, nurodantis jūsų tikėtąją grąžą už vieną statytą vienetą. 5% pranašumas ant 10 vienetų lažybų vidutiniškai generuoja 0,50 tikėtinos vertės vienetus už statymą.
Accurately estimating win probability is the hardest part of programėlėlying Kelly. If your probability estimate is wrong by even a few percentage points, Kelly can recommend stakes that are too large. Many practitioners programėlėly a further 50% haircut to their estimates as a safety margin, effectively running at Quarter Kelly even when they select Half Kelly mode.
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1win covers 30+ sportas with competitive koeficientai across 40,000+ daily rinkas. If you have identified an edge, Kelly tells you exactly how much to stake. Registruotis with XLBONUS to open an sąskaita and start programėlėlying systematic bankroll management from your pirmas bet.
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What is Full Kelly vs Half Kelly?
Full Kelly stato teoriškai optimalią dalį, bet turi didelę trumpalaikę dispersiją. Half Kelly stato pusę tos dalies, o tai maždaug perpus sumažina dispersiją, išlaikant apie 75% optimalaus augimo tempo. Quarter Kelly yra dar labiau konservatyvus.
What does a negative Kelly result mean?
Neigiamas rezultatas reiškia, kad lažybos neturi pranašumo: lažybų kompanijos kaina rodo didesnę laimėjimo tikimybę nei jūsų paties vertinimas. Pagal Kellio teoriją šių lažybų neturėtumėte daryti.
How accurate must my probability estimate be?
Even a 2-3 percentage point error in probability can materially change the recommended stake. Always programėlėly a margin of safety, and many professionals use Half or Quarter Kelly to sąskaita for estimation error.
Can Kelly be used for kazino žaidimai?
Kelly programėlėlies to any bet with known koeficientai and positive expected value. Most kazino žaidimai have negative expected value, making Kelly recommend zero stake. Tai yra most useful for sporto lažybos and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal koeficientai) - 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.