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77,615.23
▼ -0.69%
53,791.85
▼ -0.34%
7,728.2
▼ -0.32%
26,445.45
▼ -0.60%
57,566.65
▲ +0.21%
24,295.6
▼ -0.72%
63,725.71
▼ -0.29%
83.98
▲ +0.94%
1,888.39
▲ +0.91%
1.15
▼ -0.08%
4,448.9
▲ +1.50%
65.38
▲ +0.94%
77,615.23
▼ -0.69%
53,791.85
▼ -0.34%
7,728.2
▼ -0.32%
26,445.45
▼ -0.60%
57,566.65
▲ +0.21%
24,295.6
▼ -0.72%
63,725.71
▼ -0.29%
83.98
▲ +0.94%
1,888.39
▲ +0.91%
1.15
▼ -0.08%
4,448.9
▲ +1.50%
65.38
▲ +0.94%
◆ 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