About The Engine
Built to solve a single mathematical problem: stopping algorithmic traders from blowing up their accounts.
The Retail Variance Trap
Traders spend years hunting for the perfect entry signal, only to lose everything in a week because of terrible risk management. A trading edge is completely useless if your position sizing guarantees you won't survive a normal losing streak. This calculator was built to replace emotional gambling with hard, mathematical capital allocation.
Quantitative Methodology
There are no magic indicators here. The engine is built strictly on the Kelly Criterion—the mathematical formula used by quantitative funds to maximize compound growth while mathematically capping the Risk of Ruin. By utilizing Full, Half, or Quarter Kelly outputs, you can scale your risk exactly to your system's proven edge.
Client-Side Data Architecture
Your trading data is your edge. The EV Kelly engine runs entirely client-side within your web browser. There is no backend database storing your inputs, win rates, or bankroll size. Everything you calculate remains completely private, secure, and isolated to your local machine.
The Developer
The EV Kelly engine is engineered and maintained by Rahul Yadranvi. With a specialized background in modern full-stack web development (Next.js, TypeScript), the platform was built to bridge the gap between complex quantitative models and accessible retail tools. The architecture reflects a commitment to mathematical reality, institutional-grade design, and zero-compromise data privacy.