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Glossary

Fractional Kelly

Part of the theme Expectancy and edge.

Definition

Fractional Kelly means staking a set fraction of the full Kelly amount, such as one half or one quarter, to reduce swings.

Real edges are estimated with error and full Kelly produces violent drawdowns, so a fraction sharply cuts volatility of returns. This is why practical risk rules like the 1 percent rule sit far below full Kelly.

Formula / example: Common choices are 0.5 (half Kelly) or 0.25 (quarter Kelly)

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