How do I simulate an annuity?

Open this page and use the live Kelly Criterion tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.

Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.

Can I use my own numbers?

Absolutely — every input is adjustable, and with data import you can drive an annuity from your own measurements.

Use case · powered by Kelly Criterion

Kelly Criterion for an annuity

Simulate an annuity live in your browser. This runs the real Kelly Criterion solver — adjust the inputs, watch it respond instantly, and export the result. No install, no account.

For:Students Researchers Educators Engineers Hobbyists & Makers K-12 Students First Responders

Kelly CriterionLive

the mathematically optimal bet size

Controls

Presets

Win probability p

Win/loss payoff ratio b

The Kelly criterion gives the bet fraction that maximizes long-run growth: f = (bp − q)/b. Bet less and you grow slower; bet more and volatility eventually ruins you. Many practitioners use a fraction of Kelly to tame the swings. Educational tool, not financial advice.

▶ Run in Python

Data Inspector

Kelly fraction10.0%

Edge (bp − q)0.100

Half-Kelly (safer)5.0%

Governing equation

f^{*} = \frac{b p - q}{b} = \frac{( 1 ) ( 0.55 ) - 0.45}{1} = 0.100

Reading this result: Kelly stakes 10.0% of your bankroll per bet — the fraction that maximizes long-run growth; betting more raises volatility without raising growth, and eventually courts ruin.

Runs locally in your browser — free forever. Scale to the cloud when reality gets heavy.

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About this simulation

The full Kelly Criterion tool models an annuity with the same numerics engineers and scientists use — running entirely client-side. Change any parameter and the result updates in real time, so you can build intuition, check a design, or teach the concept without spreadsheets or installs.

More you can do with Kelly Criterion

Kelly Criterion for a stock option Kelly Criterion for a retirement fund Kelly Criterion for a mortgage Kelly Criterion for a bond ladder Kelly Criterion for a crypto portfolio Kelly Criterion for an index fund Kelly Criterion for a savings plan Kelly Criterion for a startup valuation

Other ways to simulate an annuity

Black-Scholes for an annuity Option Payoff for an annuity Monte Carlo (GBM) for an annuity Efficient Frontier for an annuity Value at Risk for an annuity Bond Pricing for an annuity

Frequently asked questions

How do I simulate an annuity?: Open this page and use the live Kelly Criterion tool below — set your inputs and the simulation runs instantly in your browser using real numerics. No install, no account needed.
Is it free?: Yes. The simulation runs free in your browser. A one-time unlock or a Pro plan adds advanced parameters, saved presets, data import, and clean exports.
Can I use my own numbers?: Absolutely — every input is adjustable, and with data import you can drive an annuity from your own measurements.