Kellyho kritérium calculator: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a sportsbook with 40 000+ trhov. 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
Ako táto 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 × desatinný kurz) - 1, čo predstavuje váš očakávaný výnos na jednotku vsadenú. 5% edge na stávke 10 jednotiek generuje 0,50 jednotky očakávanej hodnoty na stávku v priemere.
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.
Prečo ju používať na 1win
1win covers 30+ športov with competitive kurzy across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. Zaregistrovať sa 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 optimálny zlomok, ale má vysoký krátkodobý rozptyl. Polovičný Kelly vsadí polovicu tohto zlomku, čím približne halvuje rozptyl pri zachovaní asi 75 % optimálneho tempa rastu. Štvrtinový Kelly je ešte konzervatívnejší.
What does a negative Kelly result mean?
Záporný výsledok znamená, že stávka nemá žiadnu výhodu: kurz bookmakera implikuje vyššiu pravdepodobnosť výhry, než je váš vlastný odhad. Podľa Kellyho teórie by ste túto stávku nemali uzatvárať.
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 kasínové hry have negative expected value, making Kelly recommend zero stake. It is most useful for stávkovanie na šport 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.