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PureBytes Links
Trading Reference Links
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On Wed, 31 Jan 2007, brian.z123 wrote:
> I recently stumbled over a download to some PDF files by Dr Edward O
> Thorp, mathematician and trader, that might interest some.
> ...
> 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)
Thanks for the link Brian (The Saint). It looks like interesting
reading and comes at a time when I am revisiting the topic of position
sizing.
Another interesting site which I found from exploring the one you
sent in is:
http://www.bjmath.com/bjmath/feature.htm
Nick
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