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Kelly Criterion Optimal Portfolio Position Sizing Calculator

Calculates optimal capital allocation % per trade using the Kelly Criterion and Half-Kelly risk management rule.

Call it (no API key)

GET https://api.agentdatahub.de/api/v1/call/equity-kelly-position-sizing?win_rate_pct=55&reward_to_risk_ratio=1.8&compact=1

Full metadata: without compact=1 · Markdown: format=llm · Only some fields: add &fields=a,b.c · MCP: tool call_api with {"apiId":"equity-kelly-position-sizing"}

Parameters

Example response (live, compact)

{
  "apiId": "equity-kelly-position-sizing",
  "data_freshness": "live",
  "data": {
    "win_rate_pct": 55.00000000000001,
    "reward_to_risk_ratio": 1.8,
    "expected_value_per_1_risked": 0.54,
    "full_kelly_allocation_pct": 30,
    "half_kelly_recommended_pct": 15,
    "quarter_kelly_conservative_pct": 7.5
  },
  "source": "100% Platform Quantitative Risk Engine",
  "license": "100% Platform Owned Compute"
}

Source & license