[Date Prev][Date Next][Thread Prev][Thread Next][Date Index][Thread Index]

[amibroker] OT:Statistics Part 2?



PureBytes Links

Trading Reference Links

Belated New Year greetings to Tomasz and family and the AmiBroker 
community.
Here's to a successful year and some great trading.

I recently stumbled over a download to some PDF files by Dr Edward O 
Thorp, mathematician and trader, that might interest some.

They dovetail quite nicely with previous forum discussion on 
*Statistics* and include coverage of Expectancy and Money Management 
(optimal f, Kelly criterion etc).
The material available ranges from general interest to seriously 
mathematical.

The home site is a commercial site and contains advertising etc but, 
hey, the downloads are free.

Here's the link to the downloads (bottom of page):

http://www.arbtrading.com/kelly.htm

or go to the homepage:

http://www.arbtrading.com/index.htm

>Money Management>Kelly Formula


Brian O:-) (The Saint)



Content-Description: "AVG certification"
No virus found in this incoming message.
Checked by AVG Free Edition.
Version: 7.5.432 / Virus Database: 268.17.15/659 - Release Date: 1/30/2007 9:31 AM