CrazyDoge Strategy MOCK
Kelly Criterion Position Sizer for Prediction Markets
Bankroll management toolkit with Kelly sizing, edge estimation, and risk simulation for prediction market traders
- Full & fractional Kelly variants
- Monte Carlo drawdown simulator
- Jupyter notebook with worked examples
Features
- Full & fractional Kelly: Classic Kelly + half-Kelly + custom fraction for conservative sizing
- Edge estimator: Compares your model's probability vs market price to calculate expected edge
- Multi-market portfolio: Simultaneous Kelly across correlated prediction markets with covariance adjustment
- Drawdown simulator: Monte Carlo simulation of bankroll paths under your sizing parameters
- CLI + library: Use as a standalone CLI tool or import as a TypeScript/Python library
Versions
Includes v1.1.0
- TypeScript library (zero dependencies)
- Python port with NumPy-based simulator
- Rust WASM sizer (runs in browser)
- Multi-market correlated Kelly module
- Interactive Jupyter notebook (12 worked examples)
- Backtest harness using Polymarket historical data