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bet-sizing · v1.0.0
Bankroll-Aware Kelly
Kelly scaled by current bankroll relative to a target: shrink stakes during drawdown, expand during streak.
Contract
- Input:
- Predictions
- Output:
- BetSlate
- Determinism:
- pure
- Side effects:
- none
- Leakage window:
- 0s
Params (live form)
JSON
{}