Raul, RE, and Devon, Thanks very much for your responses on the Kelly Criterion. An old acquaintance here in Atlanta contacted me to find some help in developing an application for his company. I am unfamiliar with this topic, though.
On Thu, Sep 16, 2010 at 7:51 AM, Devon McCormick <[email protected]> wrote: > 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 > -- (B=) <-----my sig Brian Schott ---------------------------------------------------------------------- For information about J forums see http://www.jsoftware.com/forums.htm
