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If interested, two books on this are great: “fortunes formula” for a more riveting story of thorp and Shannon “Kelly capital growth investment criterion” by T
by stopachka 7y ago
If interested, two books on this are great:
“fortunes formula” for a more riveting story of thorp and Shannon
“Kelly capital growth investment criterion” by Thorp, Maclean, William — for the more technical take
I found this essay in this second book, and liked it so much I found the standalone pdf.
It’s inspiring how approachable and human some of the best minds in the world were