{"uid":"cap_bH7Xo8zmFQysU_o9MOafx","slug":"kelly-criterion-position-sizer-6194c869","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://payai.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_YQUviJIDnJiXT911JTPzl","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-optimal bet fraction and dollar position size from a win probability and payoff ratio, or from an edge and odds.","exampleAgentPrompt":"What's the Kelly-optimal fraction of my bankroll to bet if I have a 62% win probability and the payoff ratio is 1.8, with a half-Kelly multiplier and a $10,000 bankroll?","exampleUseCases":[{"title":"Sports betting stake calculator","prompt":"I'm confident about a football bet with 58% win probability and 2.5 odds—how much of my $5,000 bankroll should I actually wager using Kelly criterion?"},{"title":"Trading position sizing optimizer","prompt":"My model suggests a 65% edge on this trade with a 1.9 payoff ratio and I have $50,000 to deploy—what position size does Kelly recommend, maybe using fractional Kelly to be conservative?"},{"title":"Poker tournament chip allocation","prompt":"I'm calculating my all-in push has about 52% equity against this range with 1.6:1 payoff odds and my stack is $8,000—what's the Kelly-optimal amount to commit here?"}],"resultDescription":"Returns the Kelly-optimal fraction of bankroll to wager and, if a bankroll is provided, the corresponding dollar position size. Optionally clamped to [0,1] and scaled by a fractional-Kelly multiplier.","failureModes":["Missing required input combination (need either win_prob+win_loss_ratio or edge+odds)","odds or win_loss_ratio <= 0 returns validation error","win_prob outside [0,1] returns validation error","Negative Kelly fraction (negative edge) returns zero or unclamped negative value depending on clamp setting","Missing bankroll means no dollar amount is returned, only the fraction"],"whenToPreferThis":"Use this endpoint when you need a pure, fast, stateless computation of the Kelly criterion given known probability and payoff parameters. Ideal for agents in trading, sports betting, or portfolio management contexts that already have an estimated edge and want mathematically optimal position sizing without any lookup or data fetching.","instructions":null,"reviewSummary":null,"reviewSummaryHighlights":null,"reviewSummaryConcerns":null,"reviewSummaryGeneratedAt":null,"activationCount":0,"lastUsedAt":null,"lastSuccessfullyRanAt":null,"lastHealthCheckAt":"2026-10-12T00:37:50.066Z","isFirstParty":false,"canonicalSlug":"kelly-criterion-position-sizer-6194c869"}