Formula:
Kelly fraction f* = (b×p - q) / b, where b = decimal_odds - 1, p = win probability, q = 1 - p
Win probability derived: p = (edge + 1) / odds (adjusted for the stated edge)
Expected growth rate G = p×ln(1 + f×b) + q×ln(1 - f)
Source: Kelly (1956) "A New Interpretation of Information Rate"; Thorp "Beat the Dealer"