Sunday, May 19, 2024

20240519 Never Zero

1,LTCM合伙人Victor Haghani反思kelly准则在金融界至今仍被忽视- 硬币实验

https://knowen-production.s3.amazonaws.com/uploads/attachment/file/2159/Haghani-Dewey%2Bexperiment.pdf

2,kelly本人 1956年 A New Interpretation of Information Rate论文原文

https://www.princeton.edu/~wbialek/rome/refs/kelly_56.pdf

3,赛马相关论文

1)1976

https://www.journals.uchicago.edu/doi/abs/10.1086/260419?journalCode=jpe

2)2017

https://etheses.whiterose.ac.uk/17852/1/Chi%20Zhang-PhD%20Thesis.pdf

4,赛马专业数据

https://www.totalperformancedata.com/live-pr-api/

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