Buscar una aguja en un pajar es muy difícil, encontrar un buen libro que nos acompañe en esta aventura es, quizás, algo más difícil (hay demasiadas agujas).

Estos son los clásicos:

 

  • David Stendahl, “Portfolio Analysis and Money Management workshop companion guide”.
  • J. L. Kelly, “A new interpretation of information rate”, 1956.
  • Sherwin kalt, “Probability of investment ruin”, S&C, 02/1985.
  • Bob Pelletier, “Martingale Money Management”, S&C, 07/1988.
  • James William Ferguson, “Martingales”, S&C, 02/1990.
  • James William Ferguson, “Reverse Martingales”, S&C, 03/1990.
  • Ralph Vince, “The mathematics of Money Management”, Wiley and Sons, 1992.
  • Nauzer J. Balsara, “Money Management strategies for futures traders”, Wiley and Sons, 1992.
  • Van K. Tharp, “Special report on Money Management”, IITM, 1997.
  • Edward Thorp, “The mathematics of gambling”.
  • Edward Thorp, “The Kelly criterion in blackjack, sports betting and the stock market”, 1997.
  • Van K. Tharp, “Trade your way to financial freedom”, Mc Graw-Hill, 1999.
  • Ryan Jones, ”The Trading Game”, Wiley and Sons, 1999.
  • Burke Gibbons, “Managing your money”, Active Trader Magazine, 2000.
  • J. Edward Crowder, “Casino Gambling for fun and profit”, Writer’s Showcase, 2000