Kelly Criterion — Optimal Bet Sizing
Calculate the mathematically optimal bet size based on your edge and bankroll. Used by professional bettors and investors.
Die Formel
f* = (b×p - q) / b. b = Dezimalquote - 1, p = geschätzte Wahrscheinlichkeit, q = 1-p. Bei Quote 2,50 (b=1,5) und 45% Wahrscheinlichkeit: f* = (1,5×0,45 - 0,55) / 1,5 = 8,3% des Bankrolls. Kelly maximiert langfristiges Wachstum — erfordert aber präzise Einschätzungen.
Fractional Kelly
Volles Kelly ist zu aggressiv. 1/4 bis 1/2 Kelly verwenden: weniger Varianz bei 75%+ des optimalen Wachstums.
The single biggest mistake in sports betting is bet sizing, not pick selection. A bettor who picks 55% winners but uses proper Kelly sizing will outperform a bettor who picks 58% winners but bets randomly. Bankroll management is the only sustainable edge.
