Kelly criterion when having pending bet.

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  • Dujkan
    SBR Rookie
    • 04-29-15
    • 23

    #1
    Kelly criterion when having pending bet.
    Lets say I place kelly bet that took 20% of my bankroll (was 100, now is 80). And now I see new value bet, with odds 2.1 (50%chance of happening). How much should I bet from my remaining bankroll (80 at the moment), do I just use kelly criterion from 80 bankroll, or should I take into calculation that I have pending bet? and how?
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