prediction_market_size
Compute Kelly-optimal position size for a prediction market trade from estimated probability, market price, confidence, bankroll, and category filters.
Instructions
Kelly-optimal position sizing for a prediction market trade. Uses configured Kelly parameters (α=0.75, conf_exp=1.0); no performance improvement is guaranteed. Applies market filter rules (skip fed/ultra-low/short-duration, boost policy/tech/markets). Costs $0.08 via x402 micropayment (USDC on Base).
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| bankroll | No | Total available capital in USD for kelly sizing (default: 200) | |
| category | No | Market category for filter application (optional) | |
| confidence | Yes | Your confidence in the estimate (0.0 to 1.0), typically from prediction_market_estimate | |
| market_price | Yes | Current market price as a probability (0.0 to 1.0) | |
| estimated_prob | Yes | Your estimated probability of the event (0.0 to 1.0), typically from prediction_market_estimate |