Fortune's Formula and Dr. Edward O. Thorp

One of the most entertaining popular science books I've read is Fortune's Formula by William Poundstone. The book covers the advent of information theory, and statistics, and how Edward O. Thorp teamed with scientists like Claude Shannon and John Kelly Jr. to gain an edge in gambling and the stock market. Shannon and Thorp invented the world's first wearable computer in the early sixties in an attempt to predict the outcomes of random roulette wheel spins. The astounding Thorp then used computers to determine a favorable edge for a player in Blackjack with a sucessful card-counting system. He used John Kelly Jr.'s Kelly Critereon,  the best way to bet so as to geometrically grow your bankroll with the least risk. He went public and wrote the classic gambling book Beat the Dealer that revealed the system. After this, Thorp went into the stock market game and found a way to arbitrage convertible bonds and warrents. Once again, he revealed all with Beat the Market, which defied the efficent market hypothesis, and became the bible for future "quants." As a result of Mr. Poundstone's book I became fascinated with all things Thorp, collecting his books, magazine articles, and even his autograph (thanks to eBay).