{"uid":"cap_4E6IfvYWpAD3hfhVVKvbt","slug":"kelly-criterion-position-sizer-1dc47b54","name":"Kelly Criterion Position Sizer","description":"Kelly-criterion optimal bet fraction and position sizing from a win probability and payoff, or from an edge and odds. Pure computation over your inputs.","url":"https://api.agentstools.dev/quant/kelly?utm_source=zero.xyz","method":"GET","headers":{},"bodySchema":{"type":"object","$schema":"https://json-schema.org/draft/2020-12/schema","required":["input"],"properties":{"input":{"type":"object","required":["type","method"],"properties":{"type":{"type":"string","const":"http"},"method":{"enum":["GET","HEAD","DELETE"],"type":"string"},"queryParams":{"type":"object","required":[],"properties":{"edge":{"type":"number","description":"Expected edge, alternative input paired with odds"},"odds":{"type":"number","description":"Odds b, alternative input paired with edge (> 0)"},"clamp":{"type":"boolean","description":"Clamp the Kelly fraction to [0, 1], default true"},"bankroll":{"type":"number","description":"Bankroll to size the position against"},"fraction":{"type":"number","description":"Fractional-Kelly multiplier, default 1"},"win_prob":{"type":"number","description":"Probability of a win in [0, 1]"},"win_loss_ratio":{"type":"number","description":"Payoff ratio b of win size to loss size (> 0)"}}}},"additionalProperties":false},"output":{"type":"object","required":["type"],"properties":{"type":{"type":"string"},"example":{"type":"object"}}}}},"responseSchema":null,"example":null,"exampleRequest":null,"tags":["x402"],"displayCostAmount":"0.001","displayCostAsset":"USDC","priceDynamic":false,"priceHint":null,"priceStatus":"priced","priceSource":"probe","requiresHandshake":false,"reviewCount":0,"rating":{"score":"0.00","successRate":"0.00","reviews":0,"stars":null,"state":"unrated"},"availabilityStatus":"unknown","priceObserved":{"p10Cents":"0.1000","medianCents":"0.1000","p90Cents":"0.1000","minCents":"0.1000","maxCents":"0.1000","p95Cents":"0.1000","sampleCount":1,"varies":false,"failureChargeRate":1},"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.001/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.001","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_07_SgtX6wcQ38OM5Sebky","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.001","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Computes the Kelly-criterion optimal bet fraction and dollar position size from a win probability and payoff ratio, or from an edge and odds.","exampleAgentPrompt":"I have a 55% win probability and a win/loss ratio of 1.8, with a $10,000 bankroll — use half-Kelly (fraction 0.5) and tell me the optimal position size to bet.","exampleUseCases":[{"title":"Sports betting staking plan calculator","prompt":"I'm placing bets on tonight's games with a 52% edge and 1.9 odds. I have $5,000 to manage — what's my optimal stake per bet using full Kelly, and how much should I actually wager?"},{"title":"Trading position sizing from edge","prompt":"I've backtested a strategy with a 58% win rate and an average win-to-loss ratio of 2.1. My account is $50,000 — calculate the Kelly-optimal position size and show me what fractional Kelly at 25% would recommend instead."},{"title":"Bankroll management for repeat bets","prompt":"I have a poker hand with 62% equity against my opponent's range, the pot odds are giving me 1.5 to 1, and I'm playing with a $20,000 bankroll. What fraction of my bankroll should I commit, and what's the actual dollar amount using quarter-Kelly to be conservative?"}],"resultDescription":"Returns the Kelly-optimal bet fraction (a number in [0,1] representing the share of bankroll to wager) and, if a bankroll was supplied, the dollar amount to position. Fraction is clamped to [0,1] by default; fractional-Kelly multiplier is applied if specified.","failureModes":["Missing both (win_prob + win_loss_ratio) and (edge + odds) input pairs returns an error","win_loss_ratio or odds <= 0 returns a validation error","win_prob outside [0,1] returns a validation error","Negative Kelly fraction (negative edge) returns 0 when clamped","Payment not included or insufficient returns HTTP 402"],"whenToPreferThis":"Use this endpoint when you need a pure, fast, stateless Kelly criterion computation — no data storage, no external data fetching. Ideal for AI agents doing trade sizing, sports betting staking plans, or any probabilistic position management where you already have the win probability and payoff ratio and just need the math done correctly.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-11T18:37:56.307Z","isFirstParty":false,"canonicalSlug":"kelly-criterion-position-sizer-1dc47b54"}