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72,295.16
▲ +0.52%
51,850.55
▲ +0.38%
7,807.24
▼ -0.06%
27,245.9
▼ -0.44%
55,184.3
▲ +0.48%
22,511.5
▲ +0.66%
83,541.78
▼ -0.16%
92.53
▼ -1.29%
2,525.72
▼ -0.35%
1.12
▼ -0.29%
4,216.4
▲ +0.62%
60.92
▲ +1.30%
72,295.16
▲ +0.52%
51,850.55
▲ +0.38%
7,807.24
▼ -0.06%
27,245.9
▼ -0.44%
55,184.3
▲ +0.48%
22,511.5
▲ +0.66%
83,541.78
▼ -0.16%
92.53
▼ -1.29%
2,525.72
▼ -0.35%
1.12
▼ -0.29%
4,216.4
▲ +0.62%
60.92
▲ +1.30%
◆ PORTFOLIO OPTIMIZER · KELLY · RISK PARITY · VAR
Portfolio Lab
KELLY SIZING
POSITION SIZE
RISK PARITY
VAR / CVAR
INPUTS
WIN PROBABILITY (0-1)
AVG WIN %
AVG LOSS %
FRACTIONAL KELLY (0-1, 0.5 = HALF-KELLY)
ACCOUNT SIZE ($)
COMPUTE
◆
v2.0.0 · CLI 7376c61 · SRV 7376c61