(n.b. Still not sure if this is the right place, but it was suggested by @SRKX)

How would I calculate the percentage of my wealth to invest when LAYING/SHORT SELLING multiple mutually exclusive outcomes, using the kelly criterion?

Single exclusive outcomes for backing and laying I can do. Multiple mutually exclusive outcomes for backing I can do, but is there a specific calculation needed for laying multiple mutually exclusive outcomes?

There are already plenty of calculators that can do this regarding backing, but I can't seem to find nor calculate how to do this when it comes to laying?

I'd very much appreciate some direction. Thanks.

p.s. Here are some informative links. Mutually exclusive events, and the Kelly criterion.


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