Casino Korea

Kelly Criterion Calculator

The Kelly Criterion is a mathematical formula for optimal bet sizing that was developed by John L. Kelly Jr. at Bell Labs in 1956. Originally created to solve a problem in information theory, the Kelly formula has been adopted by professional bettors, investors, and mathematicians as the theoretically optimal approach to bankroll management—but only when the bettor has a positive edge.

This educational calculator demonstrates why the Kelly Criterion produces zero or negative results for casino games. Because all casino games have a built-in house edge, players have negative expected value, which means the mathematically optimal bet size according to Kelly is always zero. This tool helps illustrate why no bankroll management system can overcome the fundamental mathematics of gambling.

Calculate Kelly Criterion

Enter your probability of winning and the odds offered to calculate the optimal bet size according to Kelly.

Your probability of winning the bet
Decimal odds (e.g., 2.0 = even money)
Your total available funds for betting
Kelly Criterion Results
Overbetting Optimal Underbetting
Kelly Fraction
0%
Optimal Bet Size
$0
Expected Value
$0
Edge
0%

Interpretation

Kelly Criterion for Casino Games

See why Kelly Criterion returns zero for casino games. Select a game to view its true probability and house edge, then calculate the Kelly result.

Kelly Criterion Analysis
House Edge
0%
Your Edge
-0%
Kelly Fraction
0%
Optimal Bet Size
$0

Mathematical Reality

The Kelly Criterion returns zero because you have no edge. When expected value is negative, the mathematically optimal bet size is always zero. This is why no betting system can overcome the house edge—the fundamental mathematics say you should not bet at all.

Edge Comparison: Positive vs. Negative

Compare how Kelly Criterion behaves with positive edge (theoretical winning scenarios) versus negative edge (all casino games). This illustrates why bankroll management only works when you have an advantage.

What Is the Kelly Criterion?

The Kelly Criterion was developed by John L. Kelly Jr. in his 1956 paper "A New Interpretation of Information Rate" published in the Bell System Technical Journal. Originally designed to optimize signal transmission, the formula was quickly recognized as applicable to gambling and investment scenarios where repeated bets with an edge are placed.

According to research published in the Journal of the American Statistical Association, the Kelly Criterion maximizes the geometric growth rate of wealth over time, making it theoretically optimal for long-term wealth accumulation—but only when the bettor has positive expected value.

f* = (bp - q) / b
Where:
f* = Optimal fraction of bankroll to bet
b = Net odds (decimal odds - 1)
p = Probability of winning
q = Probability of losing (1 - p)

Why Kelly Criterion Returns Zero for Casino Games

The critical insight about Kelly Criterion is that it requires positive expected value to work. When you examine the formula, the numerator (bp - q) represents your edge. For casino games:

When bp < q (which occurs in all casino games because the house edge ensures this), the numerator becomes negative. A negative Kelly fraction means the optimal bet is zero—or mathematically, you should be on the other side of the bet (which is why casinos are profitable).

Mathematical Example: European Roulette

For a red/black bet on European Roulette:

  • b = 1.0 (even money payout)
  • p = 18/37 = 0.4865 (probability of winning)
  • q = 19/37 = 0.5135 (probability of losing)

Kelly = (1.0 × 0.4865 - 0.5135) / 1.0 = -0.027 or -2.7%

The negative result confirms what the house edge tells us: you should not bet. The 2.7% negative Kelly matches the 2.7% house edge exactly.

The Relationship Between Kelly and House Edge

The Kelly Criterion and house edge are mathematically connected. For even-money bets, the negative Kelly fraction exactly equals the house edge. This is not coincidence—both measure the same fundamental concept: the mathematical advantage one side has over the other.

Research from the University of Nevada, Las Vegas International Gaming Institute confirms that house edge is designed into games to ensure the casino always has positive expected value. Kelly Criterion simply quantifies this: when you have negative edge, optimal betting is zero.

This applies directly to gambling in South Korea. At Kangwon Land, the only legal casino for Korean citizens, all games operate with standard house edges. The Kelly Criterion would recommend Korean players bet zero at every game—a mathematical conclusion that aligns with the government's restrictive gambling laws.

When Kelly Criterion Works: Positive Edge Scenarios

The Kelly Criterion is designed for situations where the bettor has a genuine edge. These scenarios are rare but include:

The Stanford Encyclopedia of Philosophy's entry on Decision Theory discusses how optimal betting strategies like Kelly assume rational actors with accurate probability estimates—conditions rarely met in recreational gambling.

Fractional Kelly and Risk Management

Even with positive edge, many practitioners use "fractional Kelly"—betting only a portion (typically 25-50%) of the full Kelly recommendation. This reduces volatility at the cost of lower expected growth.

Kelly Fraction Growth Rate Volatility Use Case
Full Kelly (100%) Maximum Very High Theoretical optimum
Half Kelly (50%) 75% of max Moderate Common practice
Quarter Kelly (25%) 56% of max Low Conservative approach
Zero Kelly (Casino) Negative N/A No betting recommended

Connection to Other Gambling Mathematics

The Kelly Criterion is one of several mathematical frameworks that demonstrate the fundamental disadvantage facing casino gamblers:

Our Probability Calculator and Variance Calculator help illustrate the mathematical foundations underlying these concepts. Together, these tools demonstrate why gambling is designed to extract money from players systematically.

The Myth of Bankroll Management "Systems"

Some gambling literature promotes "bankroll management" as if it could improve outcomes. The Kelly Criterion exposes this myth: without positive edge, no money management system changes the fundamental mathematics. As research in the Journal of Gambling Studies documents, belief in betting systems is a cognitive distortion associated with problem gambling.

Our Fallacy Analyzer explores these cognitive biases in detail. The illusion that proper bet sizing can overcome negative expected value is one of the most dangerous misconceptions in gambling psychology.

South Korean Context: Why Understanding Kelly Matters

In South Korea, where online gambling is heavily restricted and penalties are severe, understanding the Kelly Criterion provides mathematical justification for the government's protective stance. The formula proves that:

  1. Casino games cannot be beaten through any betting strategy
  2. The mathematically optimal behavior is not to gamble
  3. Players are guaranteed to lose money over time
  4. No amount of bankroll management changes the outcome

This mathematical reality underlies the social costs of gambling that drive South Korea's restrictive gambling laws. When citizens gamble despite understanding these mathematics, it may indicate problematic gambling behavior—our Problem Gambling Self-Assessment provides a confidential screening tool.

Important Notice

This calculator is for educational purposes only. It demonstrates that the Kelly Criterion returns zero for all casino games because players have negative expected value. This tool should not be used to develop betting strategies, as no strategy can overcome the mathematical house edge. If you or someone you know has a gambling problem, visit our responsible gambling resources page for support information.

Frequently Asked Questions

What is the Kelly Criterion?

The Kelly Criterion is a mathematical formula developed by John L. Kelly Jr. at Bell Labs in 1956 for determining the optimal size of a series of bets to maximize long-term wealth growth. The formula calculates what fraction of your bankroll to wager based on your edge (probability advantage) and the odds being offered.

Can I use Kelly Criterion for casino gambling?

No. The Kelly Criterion requires a positive edge (expected value) to calculate a betting fraction. In casino games, the house edge means players have negative expected value, so the Kelly formula produces zero or negative results—mathematically confirming you should not bet at all.

Why does Kelly Criterion give zero for negative edge bets?

When your expected value is negative (as in all casino games), the Kelly formula's numerator becomes negative or zero. This mathematically indicates that the optimal bet size is zero—you should not bet because any bet has negative long-term expectation.

What is the Kelly Criterion formula?

The Kelly formula is: f* = (bp - q) / b, where f* is the fraction of bankroll to bet, b is the decimal odds minus 1 (net payout), p is the probability of winning, and q is the probability of losing (1-p). When edge is negative, this formula returns zero or negative values.

Additional Resources

For more information about gambling mathematics and responsible gambling: