The Kelly Criterion is a mathematical formula used to determine the optimal size of a series of bets to maximize bankroll growth. It was developed by John Kelly Jr. while working at Bell Labs in the 1950s and has become a popular tool for sports bettors, investors, and gamblers.
The Kelly Criterion helps bettors determine what percentage of their bankroll they should wager based on their perceived edge. It aims to balance risk and reward by betting more when you have a larger edge and less when your edge is smaller.
The formula for the Kelly Criterion is: Kelly % = (bp - q) / b, where b is the decimal odds minus 1 (net return), p is the probability of winning, and q is the probability of losing (1-p).
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