Kelly Criterion
Kelly Criterion (John L. Kelly Jr., 1956) — the betting-size formula that maximizes long-run asset growth rate. Fractional Kelly (1/2, 1/4) dampens volatility. Manages probability of ruin. The mathematical standard for position sizing.
Works with: Claude Code (native) · Cursor, Codex CLI (manual)
native: this artifact type is that client's own format
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Install (Claude Code):
cp -r kelly-criterion ~/.claude/skills/- Adoption: 1 repos
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source ↗ · skill:ironyjk/kelly-criterion
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Measured 2026-08-03 · scorer s5 · how · something wrong here?