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The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It, by Scott Patterson

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the Kelly criterion, the risk management strategy Thorp used starting with his blackjack days in the 1960s.
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The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It
The Quants: How a New Breed of Math Whizzes Conquered Wall Street and Nearly Destroyed It
by Scott Patterson
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