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The linked article is about the Kelly criterion, a mathematical formula developed by John L. Kelly Jr. for optimal bet sizing in gambling and investment. It explains how the Kelly criterion can be used to maximize the growth rate of a gambler's bankroll over the long term by finding the optimal fraction of their bankroll to risk on each bet. The article also discusses the limitations of the Kelly criterion, such as the need for accurate probability estimates and the potential for larger bets to impact the odds.