← all blocks
bet-sizing · v1.0.0
Variance-Capped Kelly
Fractional Kelly with hard cap at maxBetPct (default 5%) of bankroll.
Contract
- Input:
- Predictions
- Output:
- BetSlate
- Determinism:
- pure
- Side effects:
- none
- Leakage window:
- 0s
Params (live form)
JSON
{}