Interactive Trading Tools

Kelly position sizing, volatility regime analysis, and order flow waterfall

Position Sizing
Interactive Kelly Calculator
%
%
$
%
Edge
+15.0%
BUY YES
Full Kelly
30.0%
f* = (bp - q) / b
Adj. Kelly
7.5%
at 25% fraction
Bet Size
$37.50
7.5% of bankroll
Bet Size vs Bankroll 7.5%
$37.50
Expected Value
$5.63
Risk / Reward
1 : 1.00
Growth Rate
+0.42%
Market Regime
Volatility Regime Bands
0-15 Complacency
15-20 Normal
20-25 Elevated
25-35 Fear
35+ Panic
FOMC Dates
Microstructure
Order Flow Waterfall
Total Buy Volume
--
Total Sell Volume
--
Net Flow
--
Buy / Sell Ratio
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Trading Tools
Kelly Calculator
Position sizing. Kelly criterion maximizes growth. We use 25% fractional for safety. Parabola shows optimal fraction.
Vol Bands
VIX with regime colors. Green calm, red panic. Purple lines = FOMC meetings.
Order Flow
Buy/sell waterfall. Green = buys, red = sells. Ratio > 1 = net buying pressure.
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