Kelly Criterion
KellyBench: Every AI Model Lost Money on EPL
KellyBench tested eight frontier AI models on a full Premier League betting season. Every model lost money, exposing limits in long-horizon agent reasoning.
Read → Layer 4 — IntelligenceBuild an OpenClaw Kelly Sizer Skill — Optimal Bet Sizing with Kelly Criterion
Build a custom OpenClaw skill that calculates optimal bet sizes using Kelly Criterion and fractional Kelly variants. Complete SKILL.md with Python math, bankroll management, and multi-bet support.
Read → Layer 4 — IntelligenceThe Kelly Criterion: Optimal Bet Sizing for Autonomous Agents
Full mathematical derivation of the Kelly Criterion for optimal bet sizing, fractional Kelly variants, simultaneous Kelly for multiple bets, and Python implementation for autonomous betting agents.
Read → Layer 2 — WalletThe Mathematics of Bankroll Growth: Compound Returns in Betting
Formal derivation of geometric bankroll growth rates, the gain-loss asymmetry, time to double a bankroll, certainty equivalents, and how autonomous betting agents set and measure ROI targets.
Read → All LayersThe Odds API to Edge Detection: Building an End-to-End Agent Math Pipeline
Complete eight-step mathematical pipeline from raw odds ingestion through edge detection to trade execution. Covers vig removal with Shin's method, model prediction, Kelly sizing, portfolio correlation checks, and CLV feedback loops — with full Python code.
Read → Layer 4 — IntelligenceSportsbook Odds Boosts: The Math, the Evidence, and Every Strategy Ranked
Complete mathematical breakdown of sportsbook odds boosts. Profit boost formulas, vig removal, bonus bet conversion, parlay math, Kelly sizing, and every strategy ranked by expected value.
Read → Layer 4 — IntelligenceThe Kelly Criterion for Prediction Markets: A Complete Guide to Optimal Bet Sizing
The Kelly Criterion tells you exactly how much to bet when the odds are in your favor. This guide breaks down the math, the intuition, and how autonomous agents use Kelly for optimal bankroll growth on Polymarket, Kalshi, and sportsbooks.
Read →Kelly Criterion Betting Bot: Automated Bankroll Management
Build a Kelly criterion betting bot that sizes bets based on edge and odds. The math, fractional Kelly, and Python implementation.
Read →Sharp Betting Concepts for the API Age
Bridge traditional sharp betting concepts — closing line value, +EV, steam moves, vig — with modern APIs, bots, and autonomous agents. Learn how to automate CLV tracking, steam move detection, and Kelly-optimal position sizing.
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