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Size your bets

Compute Kelly fraction, drawdown bounds, and correlated exposure across a book.

The calculators, in order

  • Start here Kelly Criterion Calculator

    Size positions with full, half, quarter, or eighth Kelly and stress-test the choice with a drawdown Monte Carlo simulator. Client-side. Private by default.

  • Then Risk-Adjusted Returns Calculator

    Paste a returns CSV. Sharpe, Sortino, Calmar, Omega, alpha, beta, tracking error, information ratio, max drawdown, and tail moments — plus.

  • Then Returns Distribution Analyzer

    Paste a returns CSV. Histogram, normal QQ plot, skewness, excess kurtosis, Jarque-Bera test, tail-weight index. See why Sharpe alone misleads.

  • Then Portfolio Correlation Matrix

    Paste a multi-asset returns CSV. See the Pearson correlation heatmap, condition number, average absolute correlation, and eigenvalue concentration.