“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
Peters and Gell-Mann (2015) https://arxiv.org/abs/1405.0585
Adamou et al (2019) https://arxiv.org/abs/1910.02137
- https://lambdaclass.com/finance_playground/ergodicity/ergodi...