Quarter Kelly
--
Most conservative reference for users who want more variance buffer.
Inputs
Enter win rate and average profit / loss ratio.
Enter your assumptions, then calculate a sizing range.
Sizing view
Read the full Kelly fraction first, then compare the calmer bands.
Waiting for a valid edge
--
A positive Kelly fraction appears when the assumed edge turns positive.
Half Kelly
--
Often used when the edge estimate is noisy or confidence is moderate.
Full Kelly
--
Theoretical maximum growth fraction under the Kelly assumptions.
Risk temperature
Sizing spectrum
The marker stays near calm or pushes toward assertive sizing depending on the Kelly fraction.
Waiting for a scenario
What the calculator assumes
This tool expects two inputs: how often you win and how large the average winner is versus the average loser. It returns full, half, and quarter Kelly references. It does not estimate your edge for you, and it does not replace account-level risk limits.
Examples: compare a 55% setup at 1.8R, sanity-check a discretionary trade plan, or explain fractional Kelly sizing to a teammate.
FAQ: This calculator runs locally and does not forecast win rate for you. Use it as a sizing reference alongside account-level risk limits and drawdown rules.
Quick guide
Use cases, answers, and nearby tools
Compact below-tool notes that help first-run users and repeated visitors move faster without changing the main interface.
Chinese search: 凱利公式 計算機、Kelly 計算機、資金配置 計算
How to use
Run a clean first pass
- Enter win probability and average profit / loss ratio.
- Calculate the edge and compare quarter, half, and full Kelly sizing bands.
- Use the spectrum and result notes to sanity-check how aggressive the fraction feels.
Examples
Real jobs this page helps with
- Trade plan sizingCompare how a 55 percent setup at 1.8R changes across quarter, half, and full Kelly references.
- Risk discussionShow a teammate why fractional Kelly is often calmer than using the theoretical maximum size.
FAQ
What people usually want to know
Does it estimate win rate for me?
No. You provide the edge assumptions, and the page returns sizing references from those inputs.
Should I always use full Kelly?
Not necessarily. Many users treat half or quarter Kelly as a calmer reference when edge estimates are noisy.
Is any market data required?
No. This is a static local calculator driven entirely by your inputs.
快速導覽
使用情境、常見問題與相關工具
把需要的說明放在工具下方，讓第一次使用與之後回來複用都更順。
使用方式
先完成一次順手的操作
- 輸入勝率和平均盈虧比。
- 計算優勢並比較四分之一、半額和全額凱利的倉位帶。
- 用光譜和結果附註確認該比例在實際操作中是否合理。
常見情境
這個工具實際適合拿來做什麼
- 交易計畫倉位配置比較 55% 勝率、1.8R 的設定在四分之一、半額和全額凱利下的差異。
- 風險討論向隊友說明為什麼分數凱利通常比理論最大倉位更穩健。
常見問題
先把常見疑問說清楚
它會幫我估算勝率嗎？
不會。你提供優勢假設，頁面根據輸入返回倉位參考值。
應該總是用全額凱利嗎？
不一定。在優勢估算有雜訊時，許多人把半額或四分之一凱利當作更穩健的參考。
需要市場資料嗎？
不需要。這是完全由你的輸入驅動的本地計算器。