Kelly criterion bet fraction API

Kelly criterion optimal stake: f* = W − (1−W)/R where W = win probability and R = win/loss payoff ratio; returns full, half and quarter Kelly. Deterministic optimal-sizing math. Answers 'what's my Kelly bet size','how much capital should I risk','half-Kelly fraction for my edge'.

Price$0.01per request

MethodPOST

Route/v1/calc/trade-kelly-criterion

StatusLive

MIME typeapplication/json

Rate limit120/minute

CacheNo cache

calctradingkellyposition-sizebankrollmoney-managementedgeoptimal

API URLhttps://x402.hexl.dev/v1/calc/trade-kelly-criterion

Integration docs

Example request

{
  "winRate": 0.6,
  "winLossRatio": 2
}

Example response

{
  "winRate": 0.6,
  "winLossRatio": 2,
  "kellyFraction": 0.4,
  "kellyPct": 40,
  "halfKellyPct": 20,
  "quarterKellyPct": 10,
  "recommendation": "bet a fraction of capital",
  "rating": "aggressive",
  "formula": "f* = W − (1−W)/R"
}

Input schema

{
  "type": "object",
  "required": [
    "winRate"
  ],
  "properties": {
    "winRate": {
      "type": "number",
      "description": "Win probability in [0,1].",
      "examples": [
        0.6
      ]
    },
    "winLossRatio": {
      "type": "number",
      "description": "Average win / average loss.",
      "examples": [
        2
      ]
    },
    "avgWin": {
      "type": "number",
      "examples": [
        200
      ]
    },
    "avgLoss": {
      "type": "number",
      "examples": [
        100
      ]
    }
  }
}

Output schema

{
  "type": "object",
  "additionalProperties": true
}