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 --