Kelly Criterion Stake Calculator
Kelly Criterion Stake: a planned Super Calculator tool. Covers win probability (%). Stub page: the tool, its formula and a worked example are not published yet.
Kelly Criterion Stake Calculator is a planned calculator in the lifestyle section of Super Calculator, covering games and probability.
What this calculator will compute
Inputs: win probability (%), decimal odds (n), bankroll (currency) and Kelly fraction (n).
Outputs: optimal stake (currency), stake as bankroll fraction (%), expected growth rate (%) and risk of ruin (%).
Formula, recorded as scope and not yet verified against a primary source: Optimal fraction f equals (bp minus q) divided by b, where b is net decimal odds minus one, p is the estimated win probability and q is one minus p. Kelly maximizes the expected logarithm of wealth and is highly sensitive to probability estimation error, which is why fractional Kelly is standard practice.
Status
This page is a stub. The calculator is not built, no figure on this page has been verified against the authority that sets it, and nothing here should be used to make a decision. The page exists so that the site structure is complete and so that articles can link this concept on first mention.
The stub carries noindex, nofollow and is excluded from the sitemap.