MCP For Claude Marketplace
Kelly Criterion Bankroll Optimizer

Kelly Criterion Bankroll Optimizer MCP Connector for Claude

A+

Deterministic position sizing for binary prediction markets using Kelly Criterion math.

3 tools Official Updated Oct 1, 2026 Official Vinkius Partner
More Details Connect to Claude

This MCP server provides a suite of mathematical tools for managing bankrolls in binary prediction markets. It uses the Kelly Criterion to calculate optimal bet sizes based on the edge between market prices and your estimated true probabilities. Users can use calculate_kelly_position to find specific bet amounts, simulate_strategy_performance to forecast long-term growth and risk of ruin, or validate_market_edge to quickly assess if a market opportunity is profitable. All calculations include safety multipliers and a strict 5% position cap to protect capital.

kelly-criterionposition-sizingrisk-managementbettingprediction-markets

3 tools expose this connector's capabilities to your AI agent.

calculate_kelly_position

Calculates the recommended bet size for a single market opportunity

simulate_strategy_performance

Estimates the long-term behavior and risks of a specific betting strategy

validate_market_edge

Quickly determines if a market opportunity is worth pursuing

See how to talk to your AI agent using Kelly Criterion Bankroll Optimizer.

I have a $1000 bankroll. The market price for a 'Yes' outcome is 0.4, but I think the true probability is 0.5. What should my bet size be using Half-Kelly?

With a $1000 bankroll, a market price of 0.4, and a true probability of 0.5, your recommended bet size using Half-Kelly is $12.50.

Is there an edge in a market where the price is 0.7 and my estimated probability is 0.6?

No, there is no profitable edge in this market because the true probability is lower than the market price.

Simulate 100 bets with a $500 bankroll, market price 0.5, true probability 0.55, and a 0.25 safety multiplier.

The simulation for 100 bets shows an expected growth rate of 0.002 per bet, a risk of ruin of 0.0%, and a maximum drawdown of 1.2%.

The server enforces a hard 5% cap on any single bet. Even if `calculate_kelly_position` suggests a larger amount, the recommended bet size will never exceed 5% of your current bankroll.

Related Connectors

Venture Portfolio Construction

Venture Portfolio Construction MCP

4 tools Official

Model optimal venture capital portfolios using power law distributions.

A+ View details →
Max Pain Calculator

Max Pain Calculator MCP

3 tools Official

Determine the exact strike price that minimizes total loss for all option holders and assess pin risk.

A+ View details →
E&P Portfolio Optimizer

E&P Portfolio Optimizer MCP

4 tools Official

Optimize energy project portfolios by balancing returns, risk, and capital constraints.

A+ View details →
Venture Fund Duration Optimizer

Venture Fund Duration Optimizer MCP

4 tools Official

Calculate optimal fund life, extension needs, and liquidation timelines.

A+ View details →