Take a look at http://www.bjmath.com/bjmath/thorp/paper.htm and http://www.thefreelibrary.com/Kelly+Criterion+and+the+Stock+Market-a01073805410.
On Thu, Sep 16, 2010 at 4:22 AM, R.E. Boss <[email protected]> wrote: > 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 > -- Devon McCormick, CFA ^me^ at acm. org is my preferred e-mail ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
