Wrong Kelly Criteria

Author: xuewei4dCreated Jul 21, 2026Updated Jul 21, 2026

Hi,

The kelly criteria is deadly wrong. The code is using discrete version of kelly, not the continous one. They are fundamentally different. Please ask any AI about that.

(https://github.com/ranaroussi/quantstats/blob/fbd10daed0227aa0d10da6513f1b15e7e98d7fae/quantstats/stats.py#L2553)](https://github.com/ranaroussi/quantstats/blob/fbd10daed0227aa0d10da6513f1b15e7e98d7fae/quantstats/stats.py#L2553)

Thanks Wei

Source: ranaroussi/quantstats

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