f* = (bp - q) / b
Where:
- b = odds (win/loss ratio)
- p = probability of winning
- q = probability of losing (1-p)
Most traders use half-Kelly for safety. Never risk more than 2% per trade.
Free Kelly calculator: https://blog.quant-view.xyz/tools/
GFIL
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The Kelly Criterion: Optimal Position Sizing for Traders
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