Calculates the Kelly criterion (Kelly, J.L. (1956) <doi:10.1002/j.1538-7305.1956.tb03809.x>) for bets given quoted prices, model predictions and commissions. Additionally it contains helper functions to calculate the probabilities for wins and draws in multi-leg games.
|Author||Arvid Kingl [aut, cre]|
|Maintainer||Arvid Kingl <[email protected]>|
|License||MIT + file LICENSE|
|Package repository||View on CRAN|
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