威廉·龐德斯通
(William Poundstone)
威廉·龐德斯通是暢銷書作傢,著有9部非小說類文學作品,其中《推理的迷宮》和《循環的宇宙》兩部作品曾獲普利策奬提名。
In 1956 two Bell Labs scientists discovered the scientific formula for getting rich. One was mathematician Claude Shannon, neurotic father of our digital age, whose genius is ranked with Einstein's. The other was John L. Kelly, Jr., a Texas-born, gun-toting physicist. Together they applied the science of information theory--the basis of computers and the Internet--to the problem of making as much money as possible, as fast as possible.
Shannon and MIT mathematician Edward O. Thorp took the "Kelly formula" to the roulette and blackjack tables of Las Vegas. It worked. They realized that there was even more money to be made in the stock market, specifically in the risky trading known as arbitrage. Thorp used the Kelly system with his phenomenonally successful hedge fund Princeton-Newport Partners. Shannon became a successful investor, too, topping even Warren Buffett's rate of return and using his wealth to drop out of the scientific world. Fortune's Formula traces how the Kelly formula sparked controversy even as it made fortunes at racetracks, casinos, and trading desks. It reveals the dark side of this alluring scheme, which is founded on exploiting an insider's edge. The cast of character spans J. Edgar Hoover, Rudolph Giuliani, Michael Milken and Warren Buffett; Hollywood producers, Wall Street crooks, snarky Nobel Laureates, and the Jewish mob.
Fortune's Formula explores a new and surprising side to the Shannon legacy. Based in part on Shannon's previously unseen personal records as well as interviews with both of Shannon's wives, Thorp, and many others, it is the first full-length treatment of a subject that is changing ideas about finance. Claude Shannon believed it was possible for a smart investor to beat the market--and Fortune's Formula will convince you he was right.
發表於2024-09-27
Fortune's Formula 2024 pdf epub mobi 電子書 下載
凱利公式自發現以來運用於賭場、股市等博弈環境,核心思想是:1、多頭下注,減少破産風險;2、根據賠率和勝率計算齣下注比例,用該數學模型可以提高總體收益。凱利公式計算稍微復雜,在《賭神數學傢》中簡化其公式:下注比例=勝率/賠率(詳細示例見書)。 在該書中有運用該公式...
評分這是眾多名傢推崇的一本書,我沒法不說好。但是最起碼從現在講,它對我沒用。也許人物和故事是最大的收獲瞭,他們應該是現代QUANT們的先驅。 所謂凱利的原則,讓我的理解就是:控製好自己的頭寸,在大概率優勢的情況下下大注,在不利的情況下下小注。它可以讓你在500輪以後賺到...
評分凱利公式自發現以來運用於賭場、股市等博弈環境,核心思想是:1、多頭下注,減少破産風險;2、根據賠率和勝率計算齣下注比例,用該數學模型可以提高總體收益。凱利公式計算稍微復雜,在《賭神數學傢》中簡化其公式:下注比例=勝率/賠率(詳細示例見書)。 在該書中有運用該公式...
評分凱利公式自發現以來運用於賭場、股市等博弈環境,核心思想是:1、多頭下注,減少破産風險;2、根據賠率和勝率計算齣下注比例,用該數學模型可以提高總體收益。凱利公式計算稍微復雜,在《賭神數學傢》中簡化其公式:下注比例=勝率/賠率(詳細示例見書)。 在該書中有運用該公式...
評分我讀這本書是有收獲的,雖然它敘述內容龐雜而又有些羅嗦,也沒有人物對照錶,容易看暈瞭。下麵這篇文章就當作我的讀書筆記瞭。 ------------------------- 《從信息論到證券投資》 這個話題要從信息論之父剋勞德•香農(Claude Shannon) 說起。 香農是一位極為神奇的人物。...
圖書標籤: 投資 金融 管理 經濟 數學 技術 成長 思維
居然是通過黑手黨,香農,索普,賭博等幾條主綫平行推進,八卦,精彩,如果能用英劇的手法拍齣來多好
評分Recommended by Charlie Munger - 2006 WESCO Annual Meeting
評分居然是通過黑手黨,香農,索普,賭博等幾條主綫平行推進,八卦,精彩,如果能用英劇的手法拍齣來多好
評分Recommended by Charlie Munger - 2006 WESCO Annual Meeting
評分Recommended by Charlie Munger - 2006 WESCO Annual Meeting
Fortune's Formula 2024 pdf epub mobi 電子書 下載