I just wanted to point out that the Multivariable Kelly Calculator is broken for simultaneous independent bets. For example, if you have two bets with decimal odds of 3.0 and win probability of 50%, optimal Kelly fraction is ~23%, not 18.75% as given. It appears to be correct for exclusive Kelly, however.
Another way to see that it's broken is that total wager should very quickly approach 100% with multiple identical independent favorable wagers.
Another way to see that it's broken is that total wager should very quickly approach 100% with multiple identical independent favorable wagers.