Keeks
21 posts
A College Football Season, Backtested
Best rating system, every bankroll strategy, one season of real moneylines. Thirty-six configurations, none of them profitable, and the reason why.
Introducing keeks-elote
Ratings produce probabilities, probabilities meet prices, and the gap becomes a stake. The interesting engineering is the seam, a time-ordering problem.
Ruin Is a Result, Not an Exception
If your simulation can end early, the ending is part of what it returns. Where to raise, where to catch, and why the difference decides what you can analyse.
What a Strategy Needs to Be Told About a Settled Bet
A staking strategy that cannot see outcomes is static whatever the class is called. The callback that fixes that has three decisions worth making deliberately.
What Fractional Kelly Actually Buys You
Betting half of Kelly costs about a quarter of your growth. Betting double Kelly costs all of it. The curve is symmetric and the risk is not.
Nine Bankroll Strategies Under Four Kinds of Stress
keeks v0.6.0 ships a deterministic risk benchmark. Nine staking strategies, four ways to make life hard, and the one that matters most.
When the Fee Eats the Edge
A flat fee does not scale with your bet, and Kelly sizes small when the edge is thin. The interaction costs more than either of them looks like it should.
Five Backtest Invariants Worth Enforcing In Code
A backtest simulates information availability, and every way it leaks the future flatters your returns. Five invariants, each with the test that pins it.
The Kelly Criterion With Real Payoffs and Real Fees
The Kelly formula everyone quotes assumes you lose your entire stake. With real loss multipliers and fees the sizing changes. Deriving the general form.
Bankroll Management with Keeks: Strategy Comparison
A head-to-head comparison of Kelly, Fractional Kelly, OptimalF, Fixed Fraction, CPPI, and other bankroll strategies. Know which one fits your needs.