Критерій Келлі calculator: optimal stake sizing
1win is licensed under Curaçao 8048/JAZ and offers 400,000+ registered players a букмекер with 40 000+ ринків. This free Критерій Келлі 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.
Критерій Келлі calculator
Як працює цей калькулятор
The Критерій Келлі 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 коефіцієнти (decimal - 1), p is your estimated probability of winning, and q = 1 - p. For example, if the коефіцієнти 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 коефіцієнти 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.
Показана цифра переваги — (p x десятковий коефіцієнт) - 1, що представляє очікуваний дохід на одиницю ставки. 5% переваги на ставці в 10 одиниць генерує в середньому 0,50 одиниці очікуваної цінності на кожну ставку.
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.
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1win covers 30+ видів спорту with competitive коефіцієнти across 40,000+ daily markets. If you have identified an edge, Kelly tells you exactly how much to stake. Зареєструватися with XLBONUS to open an акаунт and start applying systematic bankroll management from your first bet.
FAQ
What is Full Kelly vs Half Kelly?
Full Kelly ставить теоретично оптимальну частку, але має високу короткострокову волатильність. Half Kelly ставить половину цієї частки, що приблизно вдвічі знижує волатильність, зберігаючи близько 75% оптимального темпу зростання. Quarter Kelly ще більш консервативний.
What does a negative Kelly result mean?
Від'ємний результат означає, що ставка не має переваги: коефіцієнт букмекера передбачає вищу ймовірність виграшу, ніж ваша власна оцінка. Згідно з теорією Келлі, цю ставку робити не варто.
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 акаунт for estimation error.
Can Kelly be used for casino games?
Kelly applies to any bet with known коефіцієнти and positive expected value. Most ігри казино have negative expected value, making Kelly recommend zero stake. It is most useful for ставки на спорт and trading.
What is the "edge" in the Kelly formula?
Edge = (probability x decimal коефіцієнти) - 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.