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The Mathematics of Gambling
Here’s an interesting book: The Mathematics of Gambling (free download), written by the legendary mathematician and hedge fund manager Ed Thorp. The book is about mathematical systems and optimal betting, and encompasses various games, such as blackjack, baccarat, roulette, the wheel of fortune, horse racing and backgammon.
[ cross-posted from Reasonable Deviations ]
Structure and Behavior of Commodities Markets
If you are interested in commodities trading, I recommend you take a look at this pretty interesting presentation, “Structure and Behavior of Commodities Markets” (.pdf file – 1.47 MB), by Dr. David Eliezer, former chief quant of the commodities group at Goldman Sachs (he is also a Physics PhD). The presentation is almost 2 [...]
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