I just went looking for a good reference for the Kelly criterion, and didn’t find any on Lesswrong. So, for anybody who’s looking: chapter 6 of Thomas & Cover’s textbook on information theory is the best source I currently know of.
Might be a good thing to add to the Kelly Criterion tag
I just went looking for a good reference for the Kelly criterion, and didn’t find any on Lesswrong. So, for anybody who’s looking: chapter 6 of Thomas & Cover’s textbook on information theory is the best source I currently know of.
Might be a good thing to add to the Kelly Criterion tag