Kelly criterion & expectancy

Code-Snippets

curl "https://api.oanor.com/trading-api/v1/kelly" \
  -H "x-oanor-key: oanor_test_..."

await fetch("https://api.oanor.com/trading-api/v1/kelly", {
  headers: { "x-oanor-key": "oanor_test_..." }
});

$ch = curl_init("https://api.oanor.com/trading-api/v1/kelly");
curl_setopt($ch, CURLOPT_HTTPHEADER, ["x-oanor-key: oanor_test_..."]);
curl_setopt($ch, CURLOPT_RETURNTRANSFER, true);
$out = curl_exec($ch);

import requests
requests.get(
    "https://api.oanor.com/trading-api/v1/kelly",
    headers={"x-oanor-key": "oanor_test_..."}
)

Beispiel-Response

Echte Antwort dieses Endpoints, erfasst beim letzten Health-Check.

{
    "data": {
        "note": "Kelly f* = W − (1−W)/R; bet that fraction of capital for fastest long-run growth. Many traders use half-Kelly for a smoother ride. Expectancy = W·R − (1−W) per unit risked.",
        "inputs": {
            "win_rate": 0.6,
            "win_loss_ratio": 2
        },
        "kelly_percent": 40,
        "positive_edge": true,
        "kelly_fraction": 0.4,
        "half_kelly_percent": 20,
        "expectancy_per_unit": 0.8
    },
    "meta": {
        "timestamp": "2026-06-05T21:48:46.506Z",
        "request_id": "bd378b6b-ed0c-4469-b8d9-264f63590e43"
    },
    "status": "ok",
    "message": "Kelly criterion",
    "success": true
}