Kelly Criterion Calculator
Optimal position size from your win rate and reward/risk. Full Kelly maximizes long-run growth but is volatile — most disciplined traders size at half or quarter Kelly. QuantaEdge's own sizer uses half-Kelly. Computed in your browser.
Reward/risk ratio: 1.33 · f* = (b·p − q) / b
Edge
0.283
positive expectancy
Full Kelly
21.3%
aggressive
Half Kelly
10.6%
recommended
Quarter Kelly
5.3%
conservative
Suggested allocation (half Kelly)
Capital at risk
$2.7K
≈ Positions
8
at $300 risk each
% of account
10.6%