{"uid":"cap_GfO0NsxQpogmmy6tQBXBV","slug":"api-quantoracle-dev-13de8db9","name":"QuantOracle Kelly Criterion Calculator","description":"QuantOracle: risk/kelly","url":"https://api.quantoracle.dev/v1/risk/kelly","method":"POST","headers":{},"bodySchema":{"type":"object","properties":{"mode":{"enum":["discrete","continuous"],"type":"string","title":"Mode","default":"discrete","description":"Calculation mode: discrete (win/loss) or continuous (return series)"},"avg_win":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Avg Win","description":"Average win amount, required for discrete mode"},"returns":{"anyOf":[{"type":"array","items":{"type":"number"}},{"type":"null"}],"title":"Returns","description":"Array of historical returns, required for continuous mode"},"avg_loss":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Avg Loss","description":"Average loss amount (positive number), required for discrete mode"},"win_rate":{"anyOf":[{"type":"number"},{"type":"null"}],"title":"Win Rate","description":"Probability of winning (0-1), required for discrete mode"}}},"responseSchema":null,"example":{"request":{"input":{"body":{"mode":"discrete","avg_win":200,"avg_loss":100,"win_rate":0.55},"type":"http","method":"POST","bodyType":"json"}},"response":{"ms":9.38,"edge":65,"_meta":{"url":"https://quantoracle.dev","docs":"https://api.quantoracle.dev/docs","calculator":"https://quantoracle.dev/kelly-criterion-calculator","powered_by":"QuantOracle"},"full_kelly":0.325,"half_kelly":0.1625,"recommended":"QUARTER_KELLY","payoff_ratio":2,"quarter_kelly":0.0813}},"exampleRequest":{"mode":"discrete","avg_win":200,"avg_loss":100,"win_rate":0.55},"tags":["x402"],"displayCostAmount":"0.005","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":null,"sessionDeposit":null,"pricing":{"kind":"static","summary":"$0.005/call","primary":{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"},"accepted":[{"kind":"static","protocol":"x402","network":"base","amountUsd":"0.005","per":"call","confidence":"exact"}]},"paymentMethods":[{"uid":"pm_vTH0oTHNA7u1Q55mqspAb","protocol":"x402","methodType":"crypto","chain":"base","mode":"charge","costAmount":"0.005","costPer":"request","priority":0,"asset":"0x833589fCD6eDb6E08f4c7C32D4f71b54bdA02913","unit":"request","depositMicros":null,"planRef":null}],"brandName":null,"brandSlug":null,"brandBaseUrl":null,"brandDocsUrl":null,"whatItDoes":"Calculates Kelly Criterion position sizing (full, half, and quarter Kelly fractions) given win rate, average win, average loss, and mode","exampleAgentPrompt":"Using discrete mode, calculate my Kelly position size — my average win is $200, average loss is $100, and my win rate is 55%. Tell me the full, half, and quarter Kelly fractions and which one is recommended.","exampleUseCases":null,"resultDescription":"Returns edge percentage, payoff ratio, full Kelly fraction, half Kelly fraction, quarter Kelly fraction, and a recommended Kelly sizing level (e.g. QUARTER_KELLY) along with response time in milliseconds.","failureModes":["win_rate outside 0-1 range returns validation error","avg_win or avg_loss of zero or negative causes division error","missing required fields returns 400 bad request","win_rate of 0 or 1 (no uncertainty) may return degenerate Kelly values","invalid mode string returns unrecognized mode error"],"whenToPreferThis":"Use this endpoint when you need a mathematically rigorous, low-latency Kelly Criterion position sizing calculation for discrete trading outcomes — especially when you have a defined win rate, average win, and average loss. Prefer this over manual calculation or generic finance APIs when you want a structured recommendation (QUARTER_KELLY, HALF_KELLY, FULL_KELLY) alongside edge and payoff metrics. Part of the QuantOracle suite, making it easy to chain with sharpe ratio, regime classification, or full risk analysis endpoints.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-09-14T06:38:12.541Z","isFirstParty":false}