Kelly Criterion Calculator

Find the mathematically optimal stake based on your bankroll and your edge.

Bankroll & Bet

+150 · 2.50 · 3/2 · 40.0%

Most professionals use a fraction of Kelly to reduce variance.

Recommendation

You have a mathematical edge.

Recommended wager:

$41.67
Bankroll %4.17%
Full Kelly8.33%

How to use this tool

  1. Enter your total bankroll.
  2. Enter the price (any format) and your honest true win probability.
  3. Pick a Kelly fraction — most bettors use Half or Quarter — and stake the recommended amount.

The formula

f = (b·p − q) / b
  • f = fraction of bankroll to stake
  • b = decimal odds − 1 (net odds)
  • p = true win probability, q = 1 − p

Worked example

+150 (b = 1.5) with a true probability of 45%: f = (1.5 × 0.45 − 0.55) / 1.5 ≈ 8.33%full Kelly. Half Kelly on a $1,000 bankroll ⇒ a $41.67 bet.

Prediction markets: price a contract as odds (40¢ that settles at $1 ≈ +150) and use the market or a model for the probability — Kelly sizes the position the same way.

Frequently asked questions

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