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Comment by kqr

4 years ago

And when you're done with that, the Kelly Capital Growth Investment Criterion is one of the better books I've read. But it's a much more advanced read.

And when you are done with that, I highly suggest reading Edward Thorp's autobiography "Man for all markets" where he employs the Kelly Criterion in adventure after adventure. He not only developed the first card counting system for blackjack but he also created the first wearable computer to beat roulette (with Claude Shannon).