Kelly Criterion Investment Allocator
Input Data
Values
Probability Asset Class or Stock Outperforms (Percent)
Expected Gain When It Outperforms (Percent)
Expected Loss When It Underperforms (Percent)
Bankroll (Dollars)
Type of Kelly - '1' for full, '.5' for Half, '.25' for Quarter... etc.
Kelly Says...
Calculated Results
Values
Kelly Number (Percent of Bankroll)
Adjusted Kelly Number for Kelly Type (Percent of Bankroll)
Dollars to Use in Position
Code created with assistance from
Political Calculations