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Saturday, May 13, 2006

>>>Resources for Money Management or Bet Sizing

Money Management or
Position Sizing or Bet Size...
No Matter What You Call It, Better Know It

Money management is like sex: Everyone does it, one way or another, but not many like to talk about it and some do it better than others. But there's a big difference: Sex sites on the Web proliferate, while sites devoted to the art and science of money management are somewhat difficult to find.
Gibbons Burke

Resources for Money Management or Bet Sizing

  1. Bet Sizing Article by Ed Seykota and David Druz
  2. Gibbons Burke Article on Money Management (PDF)
  3. Seykota Risk Management Resource
  4. Kelly Formula and Data Transmission
  5. White Paper by Johan Ginyard (PDF)
  6. Johan Ginyard Position Sizing Interview
  7. Frequency v. Magnitude White Paper
  8. Web Resource for Math, Black Jack, Kelly, etc.
  9. Edward O. Thorp: Beat the Dealer (PDF)
  10. Kelly's Original paper, March 21, 1956 (PDF)
  11. The Sharpe Ratio
  12. Tutorial Risk-adjusted Return

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