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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)
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