{
  "tool_id": "position-sizing-edge-variance",
  "slug": "position-sizing-edge-variance",
  "path": "/position-sizing-edge-variance/",
  "mode": "client_side",
  "usage": "Client-side calculator. Open https://aifinhub.io/position-sizing-edge-variance/ and fill in the inputs; results render in-browser.",
  "methodology": "https://aifinhub.io/methodology/position-sizing-edge-variance/",
  "sample_input": {
    "tool": "position-sizing-edge-variance",
    "edge_mean": 0.04,
    "edge_stddev": 0.02,
    "outcome_variance": 0.04,
    "kelly_fraction": 0.25
  },
  "input_schema": {
    "type": "object",
    "properties": {
      "tool": {
        "type": "string"
      },
      "edge_mean": {
        "type": "number"
      },
      "edge_stddev": {
        "type": "number"
      },
      "outcome_variance": {
        "type": "number"
      },
      "kelly_fraction": {
        "type": "number"
      }
    },
    "required": [
      "tool",
      "edge_mean",
      "edge_stddev",
      "outcome_variance",
      "kelly_fraction"
    ]
  },
  "output_schema": {
    "type": "object",
    "properties": {
      "deterministic_kelly": {
        "type": "number"
      },
      "bayesian_kelly": {
        "type": "number"
      },
      "conservative_kelly": {
        "type": "number"
      },
      "cvar_5": {
        "type": "number"
      }
    }
  }
}