
Optimal-f and the practical arithmetic of fractional betting.
Chosen by shared topics, the entries that hold them, and the people who recommended both.
Edited volume of collected papers.
Recommended by: Nassim Nicholas Taleb
The first proven way to beat blackjack, by counting the cards left in the deck.
The Kelly criterion for sizing bets, from Bell Labs to casinos and hedge funds.
Recommended by: Mohnish Pabrai
From beating blackjack with maths to pricing warrants and running a hedge fund.
A method to price warrants and convertibles and hedge them against the stock.
Geometric against arithmetic returns, and what a drawdown really costs.
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