Kelly Criterion Position Sizing Calculator

Calculate optimal bet size using the Kelly Criterion to maximize long-run geometric wealth growth. Compute full Kelly, half-Kelly, and fractional Kelly fractions for sports betting, trading, and investment sizing decisions.

Principal ($)
Annual Rate (%)
Years
Compounding / Year
$ Finance Disclaimer: These calculators are for educational and illustrative purposes only. Results do not constitute financial advice. Consult a licensed financial advisor before making investment or borrowing decisions.
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How It Works

Calculate optimal bet size using the Kelly Criterion to maximize long-run geometric wealth growth. Compute full Kelly, half-Kelly, and fractional Kelly fractions for sports betting, trading, and investment sizing decisions

Each component has a specific meaning:

  • Kelly Criterion — The kelly criterion recorded for the scenario being assessed.

Note: Interpret the kelly criterion result against the thresholds and context described above.

How to Use

Enter the Kelly Criterion for the scenario you are assessing. Calculate optimal bet size using the Kelly Criterion to maximize long-run geometric wealth growth. Compute full Kelly, half-Kelly, and fractional Kelly fractions for sports betting, trading, and investment sizing decisions. Use the kelly criterion result to inform your calculation.

Frequently Asked Questions