calculations.matches_16_strat_kelly_criterion

Computes the Kelly criterion stake fraction per outcome: Kelly% = EV / (odds − 1), clamped at 0 when EV is non-positive.

Lineage

flowchart LR
m15[/matches_15_strat_expected_value/] --> me[/calculations.matches_16_strat_kelly_criterion/]
m1[/matches_1_odds_prematch/] --> me
me --> m17[/matches_17_strat_predicted/]
me --> m18[/matches_18_strat_bet/]
me --> mart[/mart.matches/]
click m15 "/calculations/matches_15_strat_expected_value/" "Open"
click m1 "/calculations/matches_1_odds_prematch/" "Open"
click m17 "/calculations/matches_17_strat_predicted/" "Open"
click m18 "/calculations/matches_18_strat_bet/" "Open"
click mart "/mart/matches/" "Open"

Columns

Column	Description	Formula
event_id	Bet365 event identifier.	ev.event_id
event_date	Event date.	ev.event_date
event_partition_key	ClickHouse partition key.	ev.event_partition_key
strat_kelly_criterion_home	Kelly fraction for a home bet.	round(case when ev.strat_expected_value_home is null or o.odds_prematch_last_home is null or o.odds_prematch_last_home <= 1 then null when ev.strat_expected_value_home <= 0 then 0 else ev.strat_expected_value_home / (o.odds_prematch_last_home - 1) end, 4)
strat_kelly_criterion_draw	Kelly fraction for a draw bet.	round(case when ev.strat_expected_value_draw is null or o.odds_prematch_last_draw is null or o.odds_prematch_last_draw <= 1 then null when ev.strat_expected_value_draw <= 0 then 0 else ev.strat_expected_value_draw / (o.odds_prematch_last_draw - 1) end, 4)
strat_kelly_criterion_away	Kelly fraction for an away bet.	round(case when ev.strat_expected_value_away is null or o.odds_prematch_last_away is null or o.odds_prematch_last_away <= 1 then null when ev.strat_expected_value_away <= 0 then 0 else ev.strat_expected_value_away / (o.odds_prematch_last_away - 1) end, 4)