Kelly Criterion — Optimal Bet Sizing
Calculate the mathematically optimal bet size based on your edge and bankroll. Used by professional bettors and investors.
A Fórmula
f* = (bp - q) / b, onde b = odd decimal - 1, p = probabilidade estimada, q = 1 - p. Com odd de 2,50 (b=1,5) e 45% de probabilidade: f* = (1,5×0,45 - 0,55) / 1,5 = 8,3% do bankroll. Kelly maximiza crescimento a longo prazo mas exige estimativas precisas.
Kelly Fracionário
Kelly completo é agressivo demais. Use 1/4 a 1/2 do Kelly calculado. Com Kelly de 8,3%: aposte 2-4%. Reduz variância mantendo 75%+ do crescimento ótimo.
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.
