make footnotes shorter so they don't go off the side of the page

_blog/2023-10-03.md

@@ -34,7 +34,7 @@ This lead me to the conclusion that, as an example, one should take as much debt
 However, one hiccup with such a strategy is that a margin call could blow up your entire portfolio.  This starts hinting at a gambler's ruin aspect to the problem:
 > [...] A persistent gambler with finite wealth, playing a fair game [...] will eventually and inevitably go broke against an opponent with infinite wealth. [^1]
 
-[^1]: https://en.wikipedia.org/wiki/Gambler%27s_ruin
+[^1]: [Gambler's Ruin](https://en.wikipedia.org/wiki/Gambler%27s_ruin)
 
 As it turns out, this applies not only to leveraging oneself, but to ordinary bets as well.  In the simplest case, the *Kelly Criterion* defines the optimal bet size to maximize long-term growth rate of wealth.  It states, roughly, that **for a bet with expected return $$b$$ and probability of success $$p$$, the optimal bet size as a percentage of your portfolio can be computed as $$f^* = p - \frac{1-p}{b}$$.**
 
@@ -43,7 +43,7 @@ As it turns out, this applies not only to leveraging oneself, but to ordinary be
 Quoting from Wikipedia[^2]:
 > In probability theory, the Kelly criterion (or Kelly strategy or Kelly bet) is a formula for sizing a bet. The Kelly bet size is found by maximizing the expected value of the logarithm of wealth, which is equivalent to maximizing the expected geometric growth rate.
 
-[^2]: https://en.wikipedia.org/wiki/Kelly_criterion
+[^2]: [Kelly criterion](https://en.wikipedia.org/wiki/Kelly_criterion)
 
 Notice (if you read the Wikipedia article) that the Kelly Criterion relies on the fact that the utility of money increases with the *log* of money.  Although this seems like a pretty arbitrary and strong assumption, realize that:
 1. This is actually another way of saying we want to maximize the growth *rate* of our money, since $$\log Pe^{rt} = rt \log P$$ which is proportional to the growth rate $$r$$.