This is probably not what you actually want in almost any situation.
The one time it actually makes sense to bring it in is if you are forced to make a certain number of wagers in some game AND you have good-enough knowledge of the odds of the game AND your payout is proportional to how much money you have left at the end of the game, AND the wager size does not effect the outcome of the game in any way. This scenario never happens.
Even when you meet many of the necessary prerequisites to use Kelly, it still doesn't make sense at all. For example, Blackjack tournaments. You are given a set amount of starting money, you play for a set number of hands (or time), and you know the odds perfectly. However, the payout structure isn't proportional to your final amount of money, so using Kelly has more or less no chance of winning any money in the tournament. They usually pay for the top N results, which means you have to go with a very high variance strategy AND win consistently to place.
Poker: Nope, not even close, bet size is a direct input into the dynamics of the game. Predictable betting of any kind is a maximally bad strategy.
Stock Market: utility of money isn't logarithmic, so it is not worth maximizing, even if you knew probabilities and were forced to make wagers, which you don't and aren't. If you could even approximate probabilities you could use that power to basically print money on derivatives, so even if Kelly applied, the prerequisites are too strong and would make far far better strategies available.
The only valid use case for bringing in the Kelly Criteria is for gamblers to feel better about burning money at the tables by improperly applying it.