Kelly Criterion & Portfolio Allocation
Compare scenario-based position sizes across companies. Your assumptions stay in this browser unless you download a configuration.
Capital Sizing
Kelly Criterion & Portfolio Allocation
For each company, enter the current price and four possible outcomes. Set probabilities to total 100% for each company.
Portfolio settings
Generalized Kelly accounts for average downside. Basic Kelly assumes a losing position can lose all invested capital. Fractional Kelly reduces the suggested position size.