Kelly Criterion

Tab 1 (Probability / Odds):
  f* = (b·p − (1 − p)) / b
  G(f) = p·ln(1 + f·b) + (1 − p)·ln(1 − f), defined for f ∈ [0, 1)

Tab 2 (Win / Loss / Prob):
  f* = p/L − (1 − p)/W
  G(f) = p·ln(1 + f·W) + (1 − p)·ln(1 − f·L), defined for f ∈ [0, 1/L)

Tab 3 (Mean / Variance, Merton continuous):
  f* = μ / σ²
  G(f) = f·μ − ½·f²·σ², defined for all real f