This is the first of a “Gambling for Quants” series that discusses the science of gambling for quantitatively trained market practitioners. Part 1 describes the well-known Kelly Criterion fractional betting system for simple coin flips. Most of the important ideas are understandable in this...

We present the "Tax Day Trade," a one day trade that gains an average of 1/2%. The trade was developed using the "Strategic Analysis of Markets Method (SAMM)" described in the two volume series "The Strategic Analysis of Financial Markets" (forthcoming from World Scientific). Detective work...

This article is a prologue to the article "Why Markets are Inefficient: A Gambling 'Theory' of Financial Markets for Practitioners an Theorists", available here: 'http://ssrn.com/abstract=2925532' http://ssrn.com/abstract=2925532. It presents important background for that article - why gambling...