I read "Fortune's Formula" from William Poundstone. It's a must read for Kelly's criterion.
R.E. Boss > -----Oorspronkelijk bericht----- > Van: [email protected] [mailto:programming- > [email protected]] Namens Brian Schott > Verzonden: woensdag 15 september 2010 22:33 > Aan: [email protected] > Onderwerp: [Jprogramming] Kelly Criterion > > > Has anyone studied/programmed the Kelly criterion > for financial analysis? > > http://en.wikipedia.org/wiki/Kelly_criterion > > -- > > (B=) > ---------------------------------------------------------------------- > For information about J forums see http://www.jsoftware.com/forums.htm ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
